+20.0%
PLUG vs EXPD
+334.2%
-314.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.8% | +1.3% |
| 7D | +14.5% | -5.5% | +20.0% | +19.5% |
| 30D | -10.7% | -1.9% | -8.8% | -9.5% |
| 3M | -31.2% | +6.1% | -37.3% | -34.7% |
| 6M | -51.9% | +21.6% | -73.5% | -59.6% |
| YTD | -23.9% | +27.9% | -51.7% | -39.8% |
| 1Y | -43.4% | +39.4% | -82.8% | -58.5% |
| 3Y | -74.7% | +72.7% | -147.4% | -85.3% |
| 5Y | -96.3% | +60.3% | -156.6% | -97.7% |
| 10Y | +20.0% | +332.6% | -312.6% | -68.8% |
| All | +20.0% | +334.2% | -314.2% | -68.8% |
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