-76.8%
PLUG vs EXR
+69.9%
-146.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.8% |
| 7D | +5.8% | +5.2% | +0.6% | +2.0% |
| 30D | -18.5% | +20.9% | -39.4% | -29.2% |
| 3M | -30.0% | +7.7% | -37.7% | -33.8% |
| 6M | -56.2% | +13.2% | -69.4% | -60.8% |
| YTD | -26.4% | +26.5% | -52.9% | -41.4% |
| 1Y | -42.2% | +27.2% | -69.4% | -54.3% |
| 3Y | -76.8% | +71.5% | -148.4% | -88.7% |
| All | -76.8% | +69.9% | -146.7% | -88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling