+43.7%
PLUG vs EXR
+148.5%
-104.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.1% | +3.6% |
| 7D | -0.9% | -2.6% | +1.6% | +0.6% |
| 30D | +3.3% | -7.2% | +10.5% | +7.9% |
| 3M | -39.7% | -3.5% | -36.2% | -39.1% |
| 6M | -12.5% | -5.3% | -7.2% | -10.9% |
| YTD | +10.2% | +9.4% | +0.8% | +2.0% |
| 1Y | +50.7% | +1.3% | +49.4% | +46.1% |
| 3Y | -74.5% | +22.4% | -96.9% | -77.5% |
| 5Y | -91.8% | -12.2% | -79.5% | -91.5% |
| All | +43.7% | +148.5% | -104.8% | +9.5% |
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