+168.9%
XLE vs PLUG
-1.4%
+170.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.7% | +9.1% | +1.0% |
| 7D | -6.7% | -2.8% | -3.9% | -6.6% |
| 30D | -4.4% | -18.5% | +14.0% | -3.3% |
| 3M | +4.0% | -35.1% | +39.1% | +6.6% |
| 6M | +13.2% | -56.1% | +69.3% | +18.4% |
| YTD | +41.9% | -30.5% | +72.4% | +42.3% |
| 1Y | +41.6% | -46.5% | +88.1% | +44.2% |
| 3Y | +64.0% | -61.2% | +125.2% | +56.9% |
| 5Y | +158.1% | -96.6% | +254.7% | +192.2% |
| All | +168.9% | -1.4% | +170.3% | +98.5% |
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 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