+72.4%
XLI vs PLUG
-73.7%
+146.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.3% |
| 7D | -1.1% | -0.9% | -0.1% | -1.0% |
| 30D | -5.9% | +3.3% | -9.3% | -6.1% |
| 3M | -0.3% | -39.7% | +39.5% | +1.4% |
| 6M | +0.1% | -12.5% | +12.6% | +0.1% |
| YTD | +13.6% | +10.2% | +3.4% | +12.3% |
| 1Y | +17.2% | +50.7% | -33.5% | +13.7% |
| All | +72.4% | -73.7% | +146.1% | +74.7% |
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 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