+43.7%
PLUG vs EXPD
+315.7%
-272.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +2.1% |
| 7D | -0.9% | -1.1% | +0.2% | 0.0% |
| 30D | +3.3% | +4.1% | -0.7% | +0.2% |
| 3M | -39.7% | +17.9% | -57.6% | -47.5% |
| 6M | -12.5% | +29.2% | -41.7% | -29.9% |
| YTD | +10.2% | +27.4% | -17.2% | -12.0% |
| 1Y | +50.7% | +56.8% | -6.1% | -1.2% |
| 3Y | -74.5% | +68.0% | -142.5% | -84.7% |
| 5Y | -91.8% | +61.9% | -153.6% | -94.9% |
| All | +43.7% | +315.7% | -272.0% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling