+175.3%
XEL vs PLUG
+25.0%
+150.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | +0.6% |
| 7D | +1.1% | +14.5% | -13.4% | +0.8% |
| 30D | +8.7% | -10.7% | +19.4% | +8.8% |
| 3M | +3.5% | -31.2% | +34.7% | +4.1% |
| 6M | +2.6% | -51.9% | +54.5% | +3.6% |
| YTD | +11.1% | -23.9% | +34.9% | +11.0% |
| 1Y | +2.2% | -43.4% | +45.6% | +2.6% |
| 3Y | +51.1% | -74.7% | +125.8% | +50.7% |
| 5Y | +48.0% | -96.3% | +144.3% | +52.3% |
| 10Y | +175.3% | +20.0% | +155.3% | +146.0% |
| All | +175.3% | +25.0% | +150.3% | +146.0% |
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