+150.2%
XLE vs PLUG
-96.4%
+246.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.4% |
| 7D | -7.9% | +14.5% | -22.4% | -8.4% |
| 30D | -4.8% | -10.7% | +5.9% | -4.5% |
| 3M | +8.4% | -31.2% | +39.6% | +9.7% |
| 6M | +12.7% | -51.9% | +64.6% | +15.3% |
| YTD | +41.3% | -23.9% | +65.1% | +40.9% |
| 1Y | +42.3% | -43.4% | +85.7% | +43.5% |
| 3Y | +65.1% | -74.7% | +139.8% | +64.4% |
| 5Y | +150.2% | -96.3% | +246.5% | +180.1% |
| All | +150.2% | -96.4% | +246.5% | +180.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling