-26.5%
PLUG vs EXR
+216.3%
-242.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.2% | -10.7% | -10.6% |
| 7D | -23.4% | -0.4% | -23.0% | -23.2% |
| 30D | -23.4% | +18.2% | -41.7% | -30.9% |
| 3M | -51.7% | +7.3% | -59.1% | -53.9% |
| 6M | -72.0% | +13.8% | -85.8% | -74.5% |
| YTD | -43.7% | +25.9% | -69.6% | -52.3% |
| 1Y | -55.4% | +25.8% | -81.2% | -62.3% |
| 3Y | -68.0% | +53.7% | -121.7% | -75.4% |
| 5Y | -97.4% | -1.8% | -95.7% | -97.5% |
| All | -26.5% | +216.3% | -242.8% | -55.8% |
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