-9.9%
PLUG vs EXR
+217.7%
-227.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -6.8% | -1.1% | -5.7% | -6.2% |
| 30D | -16.0% | +18.8% | -34.8% | -24.5% |
| 3M | -38.7% | +9.9% | -48.7% | -42.3% |
| 6M | -61.4% | +12.6% | -74.0% | -64.6% |
| YTD | -31.0% | +26.5% | -57.5% | -41.8% |
| 1Y | -46.2% | +24.5% | -70.7% | -54.2% |
| 3Y | -61.5% | +52.4% | -113.9% | -70.2% |
| 5Y | -96.9% | -1.5% | -95.3% | -97.0% |
| All | -9.9% | +217.7% | -227.7% | -46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling