+136.0%
XLC vs PLUG
-44.2%
+180.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -10.5% | +11.5% | +1.9% |
| 7D | +3.7% | -23.4% | +27.2% | +5.8% |
| 30D | -1.9% | -23.4% | +21.5% | -0.1% |
| 3M | -3.1% | -51.7% | +48.6% | +2.1% |
| 6M | -6.4% | -72.0% | +65.6% | +2.4% |
| YTD | -6.8% | -43.7% | +36.8% | -5.0% |
| 1Y | -1.7% | -55.4% | +53.7% | +2.0% |
| 3Y | +64.7% | -68.0% | +132.7% | +58.6% |
| 5Y | +41.1% | -97.4% | +138.5% | +69.3% |
| All | +136.0% | -44.2% | +180.2% | +63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling