+719.7%
XLK vs PLUG
-25.0%
+744.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.5% | +8.5% | -1.0% |
| 7D | +3.4% | -23.4% | +26.8% | +6.0% |
| 30D | -10.6% | -23.4% | +12.9% | -8.3% |
| 3M | -10.6% | -51.7% | +41.1% | -4.3% |
| 6M | -3.5% | -72.0% | +68.5% | +8.4% |
| YTD | +18.7% | -43.7% | +62.4% | +23.2% |
| 1Y | +19.4% | -55.4% | +74.9% | +26.3% |
| 3Y | +94.5% | -68.0% | +162.5% | +90.4% |
| 5Y | +111.2% | -97.4% | +208.6% | +156.1% |
| All | +719.7% | -25.0% | +744.7% | +594.3% |
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 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