-91.9%
PLUG vs EXR
-11.8%
-80.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.1% | +3.9% |
| 7D | -0.9% | -2.6% | +1.6% | +1.2% |
| 30D | +3.3% | -7.2% | +10.5% | +9.9% |
| 3M | -39.7% | -3.5% | -36.2% | -38.9% |
| 6M | -12.5% | -5.3% | -7.2% | -10.4% |
| YTD | +10.2% | +9.4% | +0.8% | -2.4% |
| 1Y | +50.7% | +1.3% | +49.4% | +42.8% |
| 3Y | -74.5% | +22.4% | -96.9% | -79.9% |
| All | -91.9% | -11.8% | -80.1% | -93.1% |
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