+140.6%
EXE vs PLUG
-97.9%
+238.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.4% | -8.3% | -1.2% |
| 7D | -6.6% | +5.8% | -12.4% | -6.8% |
| 30D | -4.0% | -18.5% | +14.5% | -3.3% |
| 3M | -7.5% | -30.0% | +22.5% | -6.3% |
| 6M | -11.7% | -56.2% | +44.5% | -9.0% |
| YTD | -22.0% | -26.4% | +4.4% | -22.1% |
| 1Y | -21.8% | -42.2% | +20.4% | -21.2% |
| 3Y | +8.0% | -76.8% | +84.9% | +9.2% |
| 5Y | +62.3% | -96.2% | +158.5% | +82.1% |
| All | +140.6% | -97.9% | +238.5% | +175.4% |
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