+40.4%
XLB vs PLUG
-78.4%
+118.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.4% | -8.1% | -1.0% |
| 7D | -1.5% | +5.8% | -7.3% | -1.7% |
| 30D | +6.1% | -18.5% | +24.6% | +6.8% |
| 3M | 0.0% | -30.0% | +30.0% | +1.3% |
| 6M | 0.0% | -56.2% | +56.1% | +2.8% |
| YTD | +16.0% | -26.4% | +42.4% | +16.3% |
| 1Y | +24.7% | -42.2% | +67.0% | +26.1% |
| 3Y | +40.4% | -76.8% | +117.2% | +39.0% |
| All | +40.4% | -78.4% | +118.7% | +39.0% |
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 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