+32.4%
XLY vs PLUG
-73.7%
+106.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.3% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -6.1% | -5.0% | -1.2% | -5.9% |
| 3M | -1.2% | -26.2% | +25.1% | +0.3% |
| 6M | -1.8% | -0.5% | -1.3% | -2.4% |
| YTD | -5.9% | +7.1% | -13.0% | -7.3% |
| 1Y | -3.1% | +46.5% | -49.6% | -7.2% |
| All | +32.4% | -73.7% | +106.1% | +32.5% |
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