+1,005.3%
XLK vs PLUG
-99.1%
+1,104.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +4.0% | +3.3% |
| 7D | -1.2% | -6.8% | +5.6% | -0.6% |
| 30D | -11.2% | -16.0% | +4.8% | -10.0% |
| 3M | -6.2% | -38.7% | +32.5% | -2.5% |
| 6M | -1.7% | -61.4% | +59.6% | +5.7% |
| YTD | +21.5% | -31.0% | +52.5% | +23.3% |
| 1Y | +19.6% | -46.2% | +65.9% | +23.5% |
| 3Y | +97.9% | -61.5% | +159.4% | +92.1% |
| 5Y | +118.9% | -96.9% | +215.8% | +149.3% |
| 10Y | +726.5% | -7.5% | +734.0% | +551.6% |
| All | +1,005.3% | -99.1% | +1,104.4% | +758.1% |
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