-98.6%
PLUG vs EXPD
+2,427.7%
-2,526.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +2.3% |
| 7D | -0.9% | -1.1% | +0.2% | -0.2% |
| 30D | +3.3% | +4.1% | -0.7% | +0.8% |
| 3M | -39.7% | +17.9% | -57.6% | -46.0% |
| 6M | -12.5% | +29.2% | -41.7% | -26.5% |
| YTD | +10.2% | +27.4% | -17.2% | -7.4% |
| 1Y | +50.7% | +56.8% | -6.1% | +9.2% |
| 3Y | -74.5% | +68.0% | -142.5% | -82.5% |
| 5Y | -91.8% | +61.9% | -153.6% | -94.1% |
| 10Y | +43.7% | +316.0% | -272.3% | -41.4% |
| All | -98.6% | +2,427.7% | -2,526.3% | -99.8% |
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 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