+20.5%
EXE vs PLUG
-59.4%
+79.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +1.5% | -6.8% | +8.4% | +1.6% |
| 30D | -0.2% | -16.0% | +15.8% | -0.1% |
| 3M | -9.2% | -38.7% | +29.5% | -8.9% |
| 6M | -7.2% | -61.4% | +54.1% | -6.6% |
| YTD | -18.3% | -31.0% | +12.7% | -18.4% |
| 1Y | -23.6% | -46.2% | +22.6% | -23.4% |
| All | +20.5% | -59.4% | +79.9% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling