+900.9%
XLI vs PLUG
-98.6%
+999.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.2% |
| 7D | -1.1% | -0.9% | -0.1% | -1.0% |
| 30D | -5.9% | +3.3% | -9.3% | -6.2% |
| 3M | -0.3% | -39.7% | +39.5% | +2.8% |
| 6M | +0.1% | -12.5% | +12.6% | +0.1% |
| YTD | +13.6% | +10.2% | +3.4% | +11.2% |
| 1Y | +17.2% | +50.7% | -33.5% | +10.7% |
| 3Y | +68.2% | -74.5% | +142.7% | +66.6% |
| 5Y | +80.7% | -91.8% | +172.5% | +86.8% |
| 10Y | +253.3% | +43.7% | +209.6% | +175.1% |
| All | +900.9% | -98.6% | +999.5% | +580.5% |
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