+10.0%
XLP vs PLUG
-57.1%
+67.2%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.5% | +6.8% | -1.4% |
| 7D | +3.5% | -4.9% | +8.4% | +3.2% |
| 30D | +11.6% | -27.4% | +39.0% | +9.0% |
| 3M | +7.6% | -35.7% | +43.4% | +4.4% |
| 6M | +10.0% | -59.3% | +69.4% | +4.2% |
| All | +10.0% | -57.1% | +67.2% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling