+31.0%
XLB vs PLUG
-96.6%
+127.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -1.6% | -7.2% | +5.6% | -1.2% |
| 30D | +7.2% | -16.4% | +23.6% | +8.4% |
| 3M | 0.0% | -39.0% | +39.0% | +3.2% |
| 6M | +2.3% | -61.5% | +63.8% | +8.5% |
| YTD | +18.4% | -31.2% | +49.6% | +19.2% |
| 1Y | +23.3% | -46.4% | +69.8% | +26.1% |
| 3Y | +45.2% | -61.6% | +106.8% | +39.4% |
| 5Y | +31.0% | -96.9% | +127.8% | +60.0% |
| All | +31.0% | -96.6% | +127.6% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling