+161.0%
XLB vs PLUG
+43.7%
+117.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -0.6% |
| 7D | -1.4% | -0.9% | -0.5% | -1.3% |
| 30D | -0.4% | +3.3% | -3.7% | -0.7% |
| 3M | +2.0% | -39.7% | +41.7% | +5.5% |
| 6M | +1.8% | -12.5% | +14.3% | +1.7% |
| YTD | +16.6% | +10.2% | +6.4% | +13.7% |
| 1Y | +16.9% | +50.7% | -33.8% | +9.3% |
| 3Y | +32.6% | -74.5% | +107.1% | +32.0% |
| 5Y | +35.6% | -91.8% | +127.4% | +43.2% |
| All | +161.0% | +43.7% | +117.3% | +105.8% |
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