+188.0%
XEL vs PLUG
-25.0%
+213.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.5% | +10.6% | +0.3% |
| 7D | +2.4% | -23.4% | +25.9% | +2.9% |
| 30D | +8.3% | -23.4% | +31.7% | +8.7% |
| 3M | +4.2% | -51.7% | +55.9% | +5.3% |
| 6M | +3.7% | -72.0% | +75.7% | +5.7% |
| YTD | +13.1% | -43.7% | +56.7% | +13.5% |
| 1Y | +5.0% | -55.4% | +60.4% | +5.8% |
| 3Y | +55.0% | -68.0% | +123.0% | +53.7% |
| 5Y | +51.8% | -97.4% | +149.2% | +57.2% |
| All | +188.0% | -25.0% | +213.0% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling