+234.4%
XLF vs PLUG
+25.0%
+209.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -2.0% | +1.2% |
| 7D | +0.7% | +14.5% | -13.8% | -0.2% |
| 30D | +6.0% | -10.7% | +16.7% | +6.6% |
| 3M | +1.0% | -31.2% | +32.2% | +3.3% |
| 6M | +14.0% | -51.9% | +65.9% | +18.6% |
| YTD | +7.2% | -23.9% | +31.0% | +7.0% |
| 1Y | +11.6% | -43.4% | +55.0% | +13.5% |
| 3Y | +81.2% | -74.7% | +155.9% | +79.4% |
| 5Y | +57.9% | -96.3% | +154.2% | +77.2% |
| 10Y | +234.4% | +20.0% | +214.4% | +173.8% |
| All | +234.4% | +25.0% | +209.4% | +173.8% |
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