+46.0%
XOP vs PLUG
-1.4%
+47.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.7% | +9.5% | +1.7% |
| 7D | -8.4% | -2.8% | -5.5% | -8.2% |
| 30D | -8.4% | -18.5% | +10.1% | -6.7% |
| 3M | +0.2% | -35.1% | +35.2% | +4.1% |
| 6M | +7.2% | -56.1% | +63.3% | +15.0% |
| YTD | +40.8% | -30.5% | +71.3% | +41.5% |
| 1Y | +36.3% | -46.5% | +82.8% | +40.2% |
| 3Y | +37.2% | -61.2% | +98.4% | +28.4% |
| 5Y | +86.6% | -96.6% | +183.2% | +125.5% |
| All | +46.0% | -1.4% | +47.4% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling