+907.6%
XLV vs PLUG
-99.3%
+1,006.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -10.5% | +11.0% | +1.0% |
| 7D | +2.2% | -23.4% | +25.6% | +3.3% |
| 30D | +8.6% | -23.4% | +32.0% | +9.7% |
| 3M | +12.6% | -51.7% | +64.3% | +16.0% |
| 6M | +29.8% | -72.0% | +101.8% | +36.5% |
| YTD | +23.5% | -43.7% | +67.2% | +24.9% |
| 1Y | +25.7% | -55.4% | +81.1% | +28.3% |
| 3Y | +56.3% | -68.0% | +124.3% | +53.9% |
| 5Y | +53.1% | -97.4% | +150.5% | +64.4% |
| 10Y | +216.7% | -24.5% | +241.2% | +170.5% |
| All | +907.6% | -99.3% | +1,006.9% | +703.6% |
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 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