+252.4%
XLI vs PLUG
+56.9%
+195.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -0.8% |
| 7D | +1.0% | +8.1% | -7.2% | +0.4% |
| 30D | -5.8% | +3.7% | -9.5% | -6.1% |
| 3M | +0.7% | -29.2% | +29.9% | +2.8% |
| 6M | +3.2% | +6.1% | -2.9% | +1.8% |
| YTD | +13.0% | +14.7% | -1.7% | +10.1% |
| 1Y | +16.8% | +56.9% | -40.2% | +9.5% |
| 3Y | +72.4% | -71.6% | +144.0% | +70.4% |
| 5Y | +82.8% | -91.0% | +173.8% | +91.2% |
| 10Y | +252.4% | +55.9% | +196.6% | +176.3% |
| All | +252.4% | +56.9% | +195.5% | +176.3% |
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