-2.8%
EXPE vs PLUG
-58.9%
+56.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.5% | +9.3% | -0.8% |
| 7D | -0.5% | -23.4% | +23.0% | +0.5% |
| 30D | -6.1% | -23.4% | +17.4% | -5.0% |
| 3M | -21.3% | -51.7% | +30.4% | -19.3% |
| 6M | +19.0% | -72.0% | +91.0% | +26.5% |
| YTD | -8.4% | -43.7% | +35.2% | -10.8% |
| 1Y | -2.8% | -55.4% | +52.6% | -1.4% |
| All | -2.8% | -58.9% | +56.1% | -1.4% |
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 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