+682.6%
XLB vs PLUG
-98.6%
+781.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -0.5% |
| 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% | +5.2% |
| 6M | +1.8% | -12.5% | +14.3% | +1.8% |
| YTD | +16.6% | +10.2% | +6.4% | +14.0% |
| 1Y | +16.9% | +50.7% | -33.8% | +10.3% |
| 3Y | +32.6% | -74.5% | +107.1% | +31.3% |
| 5Y | +35.6% | -91.8% | +127.4% | +40.5% |
| 10Y | +160.0% | +43.7% | +116.3% | +102.7% |
| All | +682.6% | -98.6% | +781.2% | +433.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling