+831.4%
XLI vs PLUG
-99.1%
+930.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.4% | -7.3% | -0.4% |
| 7D | -2.8% | +5.8% | -8.7% | -3.2% |
| 30D | -3.1% | -18.5% | +15.5% | -1.9% |
| 3M | -11.7% | -30.0% | +18.2% | -9.8% |
| 6M | -7.6% | -56.2% | +48.6% | -3.1% |
| YTD | +5.7% | -26.4% | +32.1% | +6.1% |
| 1Y | +7.8% | -42.2% | +50.1% | +9.6% |
| 3Y | +67.4% | -76.8% | +144.2% | +66.8% |
| 5Y | +64.8% | -96.2% | +161.0% | +79.5% |
| 10Y | +241.2% | +2.1% | +239.1% | +171.6% |
| All | +831.4% | -99.1% | +930.5% | +549.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling