+625.7%
XLU vs PLUG
-98.6%
+724.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | 0.0% |
| 7D | +0.8% | -0.9% | +1.7% | +0.8% |
| 30D | -1.3% | +3.3% | -4.7% | -1.5% |
| 3M | -1.3% | -39.7% | +38.4% | +0.3% |
| 6M | -7.6% | -12.5% | +4.9% | -7.7% |
| YTD | +2.3% | +10.2% | -7.9% | +1.0% |
| 1Y | +5.8% | +50.7% | -44.9% | +2.4% |
| 3Y | +50.5% | -74.5% | +125.0% | +49.7% |
| 5Y | +44.1% | -91.8% | +135.9% | +46.4% |
| 10Y | +138.2% | +43.7% | +94.5% | +105.6% |
| All | +625.7% | -98.6% | +724.4% | +478.2% |
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 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