+61.0%
XLC vs PLUG
-78.4%
+139.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.4% | -7.0% | +0.2% |
| 7D | +4.9% | +5.8% | -0.9% | +4.7% |
| 30D | -5.8% | -18.5% | +12.7% | -5.4% |
| 3M | -5.4% | -30.0% | +24.5% | -4.7% |
| 6M | -10.2% | -56.2% | +46.0% | -8.6% |
| YTD | -10.2% | -26.4% | +16.2% | -10.2% |
| 1Y | -5.6% | -42.2% | +36.6% | -5.1% |
| 3Y | +61.0% | -76.8% | +137.8% | +57.3% |
| All | +61.0% | -78.4% | +139.4% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling