+27.6%
XLY vs PLUG
-91.8%
+119.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.2% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -6.1% | -5.0% | -1.2% | -5.7% |
| 3M | -1.2% | -26.2% | +25.1% | +1.5% |
| 6M | -1.8% | -0.5% | -1.3% | -3.2% |
| YTD | -5.9% | +7.1% | -13.0% | -8.9% |
| 1Y | -3.1% | +46.5% | -49.6% | -11.8% |
| 3Y | +36.0% | -73.5% | +109.5% | +39.1% |
| 5Y | +27.6% | -91.3% | +118.8% | +53.0% |
| All | +27.6% | -91.8% | +119.3% | +53.0% |
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