+544.8%
XLP vs PLUG
-98.6%
+643.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.9% |
| 7D | -1.0% | -0.9% | -0.1% | -1.0% |
| 30D | -0.9% | +3.3% | -4.2% | -1.0% |
| 3M | +3.8% | -39.7% | +43.5% | +4.9% |
| 6M | -1.7% | -12.5% | +10.8% | -1.8% |
| YTD | +10.3% | +10.2% | +0.1% | +9.3% |
| 1Y | +7.8% | +50.7% | -42.9% | +5.4% |
| 3Y | +27.2% | -74.5% | +101.7% | +26.6% |
| 5Y | +32.5% | -91.8% | +124.3% | +33.9% |
| 10Y | +101.8% | +43.7% | +58.1% | +81.5% |
| All | +544.8% | -98.6% | +643.4% | +452.7% |
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