+174.3%
XLE vs PLUG
+43.7%
+130.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.1% |
| 7D | +2.2% | -0.9% | +3.1% | +2.2% |
| 30D | +11.8% | +3.3% | +8.4% | +11.4% |
| 3M | +9.8% | -39.7% | +49.5% | +13.2% |
| 6M | +15.6% | -12.5% | +28.1% | +15.3% |
| YTD | +45.3% | +10.2% | +35.1% | +41.7% |
| 1Y | +48.3% | +50.7% | -2.4% | +39.0% |
| 3Y | +55.4% | -74.5% | +129.9% | +54.7% |
| 5Y | +216.1% | -91.8% | +307.9% | +231.8% |
| All | +174.3% | +43.7% | +130.6% | +103.0% |
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