-96.5%
PLUG vs EXR
-1.5%
-94.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.6% | -7.0% | -7.1% |
| 7D | -4.9% | +6.8% | -11.7% | -10.1% |
| 30D | -27.4% | +19.6% | -47.0% | -37.7% |
| 3M | -35.7% | +8.0% | -43.7% | -39.9% |
| 6M | -59.3% | +17.2% | -76.5% | -65.3% |
| YTD | -31.5% | +27.2% | -58.7% | -46.7% |
| 1Y | -48.9% | +26.1% | -74.9% | -59.9% |
| 3Y | -79.6% | +70.7% | -150.3% | -88.2% |
| 5Y | -96.5% | +1.0% | -97.4% | -97.1% |
| All | -96.5% | -1.5% | -94.9% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling