+678.8%
XLB vs PLUG
-99.1%
+777.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 6M | 0.0% | -56.2% | +56.1% | +4.8% |
| YTD | +16.0% | -26.4% | +42.4% | +16.4% |
| 1Y | +24.7% | -42.2% | +67.0% | +26.8% |
| 3Y | +40.4% | -76.8% | +117.2% | +39.8% |
| 5Y | +30.7% | -96.2% | +126.9% | +42.7% |
| 10Y | +173.3% | +2.1% | +171.2% | +117.9% |
| All | +678.8% | -99.1% | +777.9% | +444.7% |
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