-0.9%
PLUG vs XLRE
+112.0%
-112.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.6% | +3.6% |
| 7D | -0.9% | -1.2% | +0.3% | +0.4% |
| 30D | +3.3% | -2.8% | +6.1% | +6.7% |
| 3M | -39.7% | -0.2% | -39.5% | -40.6% |
| 6M | -12.5% | +1.9% | -14.4% | -15.9% |
| YTD | +10.2% | +10.6% | -0.4% | -4.0% |
| 1Y | +50.7% | +8.8% | +41.9% | +34.2% |
| 3Y | -74.5% | +31.5% | -106.0% | -81.0% |
| 5Y | -91.8% | +6.6% | -98.3% | -92.1% |
| 10Y | +43.7% | +84.0% | -40.3% | -8.9% |
| All | -0.9% | +112.0% | -112.9% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling