+600.2%
XLP vs PLUG
-99.1%
+699.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.5% | +6.8% | -0.6% |
| 7D | +3.5% | -4.9% | +8.4% | +3.6% |
| 30D | +11.6% | -27.4% | +39.0% | +12.3% |
| 3M | +7.6% | -35.7% | +43.4% | +8.7% |
| 6M | +10.0% | -59.3% | +69.4% | +12.1% |
| YTD | +19.7% | -31.5% | +51.2% | +19.9% |
| 1Y | +23.5% | -48.9% | +72.3% | +24.4% |
| 3Y | +44.0% | -79.6% | +123.6% | +44.0% |
| 5Y | +42.7% | -96.5% | +139.2% | +47.3% |
| 10Y | +131.3% | -4.9% | +136.3% | +110.0% |
| All | +600.2% | -99.1% | +699.3% | +506.7% |
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