-97.3%
PLUG vs EXR
-1.8%
-95.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.2% | -10.7% | -10.6% |
| 7D | -23.4% | -0.4% | -23.0% | -23.1% |
| 30D | -23.4% | +18.2% | -41.7% | -33.6% |
| 3M | -51.7% | +7.3% | -59.1% | -54.7% |
| 6M | -72.0% | +13.8% | -85.8% | -75.4% |
| YTD | -43.7% | +25.9% | -69.6% | -55.7% |
| 1Y | -55.4% | +25.8% | -81.2% | -65.0% |
| 3Y | -68.0% | +53.7% | -121.7% | -79.3% |
| All | -97.3% | -1.8% | -95.6% | -97.7% |
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 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