+35.0%
XLB vs PLUG
-74.3%
+109.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -0.5% |
| 7D | -1.4% | -0.9% | -0.5% | -1.4% |
| 30D | -0.4% | +3.3% | -3.7% | -0.6% |
| 3M | +2.0% | -39.7% | +41.7% | +4.0% |
| 6M | +1.8% | -12.5% | +14.3% | +1.8% |
| YTD | +16.6% | +10.2% | +6.4% | +15.0% |
| 1Y | +16.9% | +50.7% | -33.8% | +12.6% |
| All | +35.0% | -74.3% | +109.3% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling