+135.8%
XLC vs PLUG
-31.9%
+167.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +3.5% | -7.2% | +10.7% | +4.0% |
| 30D | -2.6% | -16.4% | +13.8% | -1.3% |
| 3M | -2.1% | -39.0% | +36.9% | +1.4% |
| 6M | -5.5% | -61.5% | +56.0% | +0.9% |
| YTD | -6.9% | -31.2% | +24.3% | -6.4% |
| 1Y | -3.7% | -46.4% | +42.7% | -1.5% |
| 3Y | +64.2% | -61.6% | +125.8% | +56.1% |
| 5Y | +43.0% | -96.9% | +139.9% | +69.3% |
| All | +135.8% | -31.9% | +167.7% | +60.9% |
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 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