+34.9%
XLV vs PLUG
-91.8%
+126.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.5% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -1.4% | -5.0% | +3.6% | -1.3% |
| 3M | +8.9% | -26.2% | +35.1% | +9.8% |
| 6M | +9.1% | -0.5% | +9.6% | +8.4% |
| YTD | +7.9% | +7.1% | +0.8% | +6.5% |
| 1Y | +22.7% | +46.5% | -23.8% | +18.7% |
| 3Y | +31.9% | -73.5% | +105.4% | +32.1% |
| 5Y | +34.9% | -91.3% | +126.1% | +39.0% |
| All | +34.9% | -91.8% | +126.6% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling