+3.6%
EXE vs PLUG
+45.6%
-42.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.2% |
| 7D | -0.3% | -0.9% | +0.7% | -0.3% |
| 30D | +8.5% | +3.3% | +5.1% | +8.4% |
| 3M | +5.5% | -39.7% | +45.2% | +5.6% |
| 6M | -5.9% | -12.5% | +6.6% | -6.1% |
| YTD | -9.7% | +10.2% | -19.9% | -10.4% |
| 1Y | +3.6% | +50.7% | -47.1% | +2.5% |
| All | +3.6% | +45.6% | -42.1% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling