+226.1%
XLI vs PLUG
-25.0%
+251.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.5% | +10.1% | +0.3% |
| 7D | +3.8% | -23.4% | +27.2% | +5.6% |
| 30D | +1.0% | -23.4% | +24.5% | +2.8% |
| 3M | -8.9% | -51.7% | +42.8% | -4.5% |
| 6M | -2.3% | -72.0% | +69.7% | +6.0% |
| YTD | +9.7% | -43.7% | +53.3% | +12.0% |
| 1Y | +12.3% | -55.4% | +67.7% | +16.3% |
| 3Y | +71.5% | -68.0% | +139.5% | +67.5% |
| 5Y | +70.2% | -97.4% | +167.6% | +95.4% |
| All | +226.1% | -25.0% | +251.1% | +170.4% |
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