+167.2%
XLE vs PLUG
+6.6%
+160.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.4% | -0.5% |
| 7D | -12.0% | +5.8% | -17.8% | -12.4% |
| 30D | -2.7% | -18.5% | +15.8% | -1.6% |
| 3M | +6.6% | -30.0% | +36.5% | +8.7% |
| 6M | +9.5% | -56.2% | +65.7% | +14.7% |
| YTD | +40.6% | -26.4% | +66.9% | +40.5% |
| 1Y | +43.6% | -42.2% | +85.8% | +45.5% |
| 3Y | +58.1% | -76.8% | +134.9% | +57.2% |
| 5Y | +152.2% | -96.2% | +248.4% | +182.9% |
| All | +167.2% | +6.6% | +160.6% | +101.3% |
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 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