+162.4%
XLU vs PLUG
-25.0%
+187.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -10.5% | +11.0% | +0.9% |
| 7D | +2.1% | -23.4% | +25.6% | +3.0% |
| 30D | +5.6% | -23.4% | +29.0% | +6.5% |
| 3M | +0.7% | -51.7% | +52.5% | +3.3% |
| 6M | -0.1% | -72.0% | +71.9% | +4.3% |
| YTD | +5.3% | -43.7% | +49.0% | +6.3% |
| 1Y | +2.2% | -55.4% | +57.6% | +3.9% |
| 3Y | +61.6% | -68.0% | +129.6% | +59.7% |
| 5Y | +53.6% | -97.4% | +151.0% | +63.6% |
| All | +162.4% | -25.0% | +187.4% | +128.6% |
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