+48.2%
XLU vs PLUG
-72.9%
+121.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -1.1% |
| 7D | +0.6% | +3.8% | -3.2% | +0.5% |
| 30D | -0.4% | +2.8% | -3.3% | -0.5% |
| 3M | -1.7% | -25.4% | +23.7% | -1.1% |
| 6M | -7.1% | -0.5% | -6.7% | -7.6% |
| YTD | +1.9% | +10.2% | -8.2% | +0.8% |
| 1Y | +6.1% | +53.9% | -47.8% | +3.2% |
| All | +48.2% | -72.9% | +121.1% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling