+69.9%
XLI vs PLUG
-97.5%
+167.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.5% | +10.1% | +0.3% |
| 7D | +3.8% | -23.4% | +27.2% | +5.5% |
| 30D | +1.0% | -23.4% | +24.5% | +2.6% |
| 3M | -8.9% | -51.7% | +42.8% | -4.9% |
| 6M | -2.3% | -72.0% | +69.7% | +5.2% |
| YTD | +9.7% | -43.7% | +53.3% | +11.8% |
| 1Y | +12.3% | -55.4% | +67.7% | +16.0% |
| 3Y | +71.5% | -68.0% | +139.5% | +67.2% |
| All | +69.9% | -97.5% | +167.3% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling