+62.9%
XLC vs PLUG
-63.1%
+126.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.0% | +9.4% | +0.6% |
| 7D | +6.2% | -3.2% | +9.4% | +6.3% |
| 30D | -2.4% | -18.7% | +16.4% | -1.9% |
| 3M | -3.3% | -35.3% | +32.0% | -2.3% |
| 6M | -7.3% | -56.2% | +48.9% | -5.4% |
| YTD | -7.6% | -30.7% | +23.1% | -7.5% |
| 1Y | -3.7% | -46.7% | +43.0% | -2.9% |
| 3Y | +62.9% | -61.3% | +124.3% | +59.2% |
| All | +62.9% | -63.1% | +126.0% | +59.2% |
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