+92.7%
XOP vs PLUG
-97.5%
+190.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.5% | +11.4% | +1.7% |
| 7D | +6.3% | -23.4% | +29.8% | +8.2% |
| 30D | -6.6% | -23.4% | +16.9% | -5.1% |
| 3M | +3.6% | -51.7% | +55.3% | +8.6% |
| 6M | +10.8% | -72.0% | +82.7% | +20.3% |
| YTD | +48.3% | -43.7% | +91.9% | +50.6% |
| 1Y | +42.9% | -55.4% | +98.4% | +47.6% |
| 3Y | +43.3% | -68.0% | +111.3% | +37.8% |
| All | +92.7% | -97.5% | +190.1% | +159.1% |
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