+142.5%
XLC vs PLUG
+9.0%
+133.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.4% |
| 7D | -0.8% | -0.9% | +0.1% | -0.8% |
| 30D | +1.0% | +3.3% | -2.3% | +0.7% |
| 3M | -0.7% | -39.7% | +39.0% | +2.9% |
| 6M | -5.1% | -12.5% | +7.4% | -5.4% |
| YTD | -4.3% | +10.2% | -14.4% | -7.0% |
| 1Y | -0.6% | +50.7% | -51.3% | -7.9% |
| 3Y | +72.7% | -74.5% | +147.2% | +72.7% |
| 5Y | +38.0% | -91.8% | +129.8% | +49.6% |
| All | +142.5% | +9.0% | +133.4% | +59.9% |
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 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