+951.7%
XEL vs PLUG
-98.6%
+1,050.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -0.9% |
| 7D | -1.0% | -0.9% | 0.0% | -0.9% |
| 30D | -1.9% | +3.3% | -5.3% | -2.0% |
| 3M | -1.9% | -39.7% | +37.8% | -0.7% |
| 6M | -7.4% | -12.5% | +5.1% | -7.5% |
| YTD | +4.1% | +10.2% | -6.1% | +3.0% |
| 1Y | +8.0% | +50.7% | -42.6% | +5.4% |
| 3Y | +48.4% | -74.5% | +122.9% | +47.7% |
| 5Y | +27.2% | -91.8% | +119.0% | +28.7% |
| 10Y | +146.8% | +43.7% | +103.1% | +116.6% |
| All | +951.7% | -98.6% | +1,050.4% | +740.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling