+127.5%
XLC vs PLUG
-27.1%
+154.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.4% | -7.0% | -0.1% |
| 7D | +4.9% | +5.8% | -0.9% | +4.4% |
| 30D | -5.8% | -18.5% | +12.7% | -4.4% |
| 3M | -5.4% | -30.0% | +24.5% | -3.1% |
| 6M | -10.2% | -56.2% | +46.0% | -5.1% |
| YTD | -10.2% | -26.4% | +16.2% | -10.1% |
| 1Y | -5.6% | -42.2% | +36.6% | -4.0% |
| 3Y | +61.0% | -76.8% | +137.8% | +60.5% |
| 5Y | +35.2% | -96.2% | +131.5% | +57.3% |
| All | +127.5% | -27.1% | +154.7% | +54.5% |
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