+78.0%
XLF vs PLUG
-73.7%
+151.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.9% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | +0.2% | +3.3% | -3.2% | +0.1% |
| 3M | +11.7% | -39.7% | +51.4% | +13.1% |
| 6M | +13.8% | -12.5% | +26.3% | +13.6% |
| YTD | +7.0% | +10.2% | -3.2% | +5.9% |
| 1Y | +9.1% | +50.7% | -41.6% | +6.8% |
| All | +78.0% | -73.7% | +151.7% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling