-37.9%
PLUG vs XLRE
+117.0%
-154.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -6.8% | -1.2% | -5.7% | -5.5% |
| 30D | -16.0% | +6.4% | -22.4% | -21.7% |
| 3M | -38.7% | +2.0% | -40.7% | -40.1% |
| 6M | -61.4% | +1.8% | -63.1% | -62.9% |
| YTD | -31.0% | +13.2% | -44.1% | -41.4% |
| 1Y | -46.2% | +10.7% | -56.9% | -53.2% |
| 3Y | -61.5% | +43.7% | -105.2% | -74.0% |
| 5Y | -96.9% | +9.7% | -106.6% | -97.1% |
| 10Y | -7.5% | +112.8% | -120.3% | -47.1% |
| All | -37.9% | +117.0% | -154.9% | -64.6% |
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