+776.9%
XLK vs PLUG
+54.0%
+722.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.1% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -0.5% | -5.0% | +4.5% | 0.0% |
| 3M | +5.0% | -26.2% | +31.2% | +7.9% |
| 6M | +32.9% | -0.5% | +33.3% | +31.7% |
| YTD | +29.0% | +7.1% | +21.9% | +25.9% |
| 1Y | +37.8% | +46.5% | -8.7% | +28.0% |
| 3Y | +118.7% | -73.5% | +192.2% | +117.2% |
| 5Y | +145.6% | -91.3% | +236.8% | +163.9% |
| All | +776.9% | +54.0% | +722.9% | +602.5% |
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 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