+39.5%
EXPE vs PLUG
-96.4%
+135.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.4% | -12.3% | -5.7% |
| 7D | -9.3% | +5.8% | -15.2% | -9.9% |
| 30D | +0.1% | -18.5% | +18.7% | +2.3% |
| 3M | -15.3% | -30.0% | +14.6% | -12.3% |
| 6M | +5.5% | -56.2% | +61.7% | +13.9% |
| YTD | -8.0% | -26.4% | +18.4% | -8.2% |
| 1Y | +18.9% | -42.2% | +61.1% | +21.8% |
| 3Y | +135.5% | -76.8% | +212.4% | +138.9% |
| All | +39.5% | -96.4% | +135.9% | +112.7% |
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