+215.1%
XLF vs PLUG
-16.2%
+231.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.8% | +8.1% | -0.1% |
| 7D | +1.2% | -8.1% | +9.4% | +1.7% |
| 30D | +6.2% | -20.5% | +26.7% | +7.6% |
| 3M | +0.9% | -45.9% | +46.7% | +4.7% |
| 6M | +13.6% | -65.2% | +78.8% | +20.8% |
| YTD | +7.6% | -37.1% | +44.6% | +8.7% |
| 1Y | +10.2% | -54.6% | +64.7% | +13.6% |
| 3Y | +79.8% | -64.9% | +144.7% | +74.0% |
| 5Y | +58.0% | -97.1% | +155.1% | +80.2% |
| All | +215.1% | -16.2% | +231.3% | +168.7% |
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