+736.5%
XLK vs PLUG
-16.6%
+753.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.2% | +8.9% | +0.6% |
| 7D | +7.0% | -8.5% | +15.5% | +7.9% |
| 30D | -11.5% | -20.8% | +9.4% | -9.5% |
| 3M | -7.9% | -46.1% | +38.2% | -2.4% |
| 6M | -0.6% | -65.3% | +64.7% | +9.4% |
| YTD | +21.1% | -37.3% | +58.4% | +24.4% |
| 1Y | +18.8% | -54.8% | +73.6% | +25.5% |
| 3Y | +97.3% | -65.0% | +162.3% | +91.5% |
| 5Y | +115.5% | -97.1% | +212.7% | +158.7% |
| All | +736.5% | -16.6% | +753.0% | +601.4% |
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