+15.1%
PLUG vs EXPD
+304.0%
-288.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.3% | +9.7% | +9.2% |
| 7D | +5.8% | -7.2% | +13.0% | +12.0% |
| 30D | -18.5% | -3.3% | -15.3% | -16.6% |
| 3M | -30.0% | +3.4% | -33.3% | -32.2% |
| 6M | -56.2% | +22.7% | -78.9% | -63.5% |
| YTD | -26.4% | +24.5% | -50.9% | -40.6% |
| 1Y | -42.2% | +38.6% | -80.9% | -57.5% |
| 3Y | -76.8% | +71.5% | -148.3% | -86.5% |
| 5Y | -96.2% | +56.2% | -152.5% | -97.6% |
| All | +15.1% | +304.0% | -288.9% | -68.2% |
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