-99.1%
PLUG vs EXPD
+2,546.7%
-2,645.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.8% | +5.6% |
| 7D | +2.8% | +0.3% | +2.5% | +2.5% |
| 30D | -22.8% | +1.8% | -24.6% | -23.7% |
| 3M | -32.4% | +8.9% | -41.3% | -36.2% |
| 6M | -53.4% | +42.2% | -95.6% | -63.2% |
| YTD | -25.9% | +33.4% | -59.2% | -39.8% |
| 1Y | -42.1% | +47.2% | -89.2% | -55.8% |
| 3Y | -77.9% | +81.3% | -159.2% | -85.6% |
| 5Y | -96.4% | +60.2% | -156.6% | -97.4% |
| 10Y | +2.8% | +339.5% | -336.7% | -59.7% |
| All | -99.1% | +2,546.7% | -2,645.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling