+146.7%
XEL vs PLUG
+56.9%
+89.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.5% |
| 7D | +1.3% | +8.1% | -6.8% | +1.2% |
| 30D | -1.5% | +3.7% | -5.2% | -1.6% |
| 3M | -0.2% | -29.2% | +28.9% | +0.3% |
| 6M | -5.4% | +6.1% | -11.5% | -5.8% |
| YTD | +5.6% | +14.7% | -9.1% | +4.9% |
| 1Y | +10.5% | +56.9% | -46.5% | +8.6% |
| 3Y | +49.2% | -71.6% | +120.8% | +48.9% |
| 5Y | +30.1% | -91.0% | +121.2% | +31.7% |
| 10Y | +146.7% | +55.9% | +90.8% | +120.4% |
| All | +146.7% | +56.9% | +89.7% | +120.4% |
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