-71.6%
PLUG vs XLRE
+31.7%
-103.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.2% |
| 7D | +8.1% | -0.3% | +8.5% | +8.5% |
| 30D | +3.7% | -2.4% | +6.1% | +7.1% |
| 3M | -29.2% | +0.6% | -29.7% | -31.4% |
| 6M | +6.1% | +3.9% | +2.2% | -3.4% |
| YTD | +14.7% | +10.5% | +4.2% | -6.1% |
| 1Y | +56.9% | +8.4% | +48.6% | +32.9% |
| 3Y | -71.6% | +32.8% | -104.4% | -84.5% |
| All | -71.6% | +31.7% | -103.3% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XLRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling