+29.0%
XLB vs PLUG
-96.4%
+125.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.4% | -8.1% | -1.2% |
| 7D | -1.5% | +5.8% | -7.3% | -1.9% |
| 30D | +6.1% | -18.5% | +24.6% | +7.4% |
| 3M | 0.0% | -30.0% | +30.0% | +2.3% |
| 6M | 0.0% | -56.2% | +56.1% | +5.0% |
| YTD | +16.0% | -26.4% | +42.4% | +16.3% |
| 1Y | +24.7% | -42.2% | +67.0% | +26.9% |
| 3Y | +40.4% | -76.8% | +117.2% | +41.9% |
| All | +29.0% | -96.4% | +125.4% | +55.9% |
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