+988.2%
XLY vs PLUG
-98.6%
+1,086.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.1% |
| 7D | -0.5% | +8.1% | -8.7% | -1.1% |
| 30D | -4.9% | +3.7% | -8.6% | -5.2% |
| 3M | -1.0% | -29.2% | +28.1% | +1.1% |
| 6M | 0.0% | +6.1% | -6.1% | -1.4% |
| YTD | -4.2% | +14.7% | -18.9% | -6.7% |
| 1Y | -2.7% | +56.9% | -59.6% | -8.7% |
| 3Y | +38.4% | -71.6% | +110.1% | +36.1% |
| 5Y | +28.9% | -91.0% | +120.0% | +34.0% |
| 10Y | +214.7% | +55.9% | +158.9% | +150.5% |
| All | +988.2% | -98.6% | +1,086.8% | +706.3% |
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