-42.1%
PLUG vs EXR
+28.1%
-70.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.5% | +3.3% |
| 7D | +2.8% | +11.3% | -8.4% | +2.0% |
| 30D | -22.8% | +21.2% | -43.9% | -24.0% |
| 3M | -32.4% | +8.7% | -41.1% | -33.2% |
| 6M | -53.4% | +18.2% | -71.6% | -55.1% |
| YTD | -25.9% | +27.9% | -53.8% | -37.0% |
| 1Y | -42.1% | +28.3% | -70.4% | -51.2% |
| All | -42.1% | +28.1% | -70.1% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling