+7.1%
PLUG vs EXPD
+313.3%
-306.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.5% | -3.1% | -4.1% |
| 7D | -4.9% | -4.8% | -0.1% | -1.2% |
| 30D | -27.4% | -1.5% | -25.9% | -26.6% |
| 3M | -35.7% | +4.1% | -39.8% | -38.0% |
| 6M | -59.3% | +24.0% | -83.4% | -66.3% |
| YTD | -31.5% | +27.4% | -58.9% | -45.6% |
| 1Y | -48.9% | +38.4% | -87.2% | -62.1% |
| 3Y | -79.6% | +73.2% | -152.8% | -88.2% |
| 5Y | -96.5% | +59.9% | -156.3% | -97.8% |
| All | +7.1% | +313.3% | -306.2% | -70.9% |
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