+251.6%
XLF vs PLUG
+48.6%
+203.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.2% |
| 7D | -1.0% | +3.8% | -4.9% | -1.3% |
| 30D | -1.3% | +2.8% | -4.1% | -1.6% |
| 3M | +9.1% | -25.4% | +34.6% | +11.0% |
| 6M | +14.4% | -0.5% | +14.8% | +13.1% |
| YTD | +5.1% | +10.2% | -5.1% | +2.6% |
| 1Y | +8.6% | +53.9% | -45.3% | +2.1% |
| 3Y | +74.4% | -72.7% | +147.2% | +72.9% |
| 5Y | +64.4% | -91.4% | +155.8% | +72.6% |
| 10Y | +251.6% | +58.4% | +193.2% | +178.0% |
| All | +251.6% | +48.6% | +203.0% | +178.0% |
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