-96.3%
PLUG vs EXR
-0.5%
-95.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +2.9% |
| 7D | +14.5% | +2.7% | +11.8% | +12.1% |
| 30D | -10.7% | +18.9% | -29.7% | -23.0% |
| 3M | -31.2% | +8.4% | -39.6% | -35.9% |
| 6M | -51.9% | +14.3% | -66.2% | -58.1% |
| YTD | -23.9% | +27.2% | -51.1% | -40.8% |
| 1Y | -43.4% | +25.9% | -69.3% | -55.6% |
| 3Y | -74.7% | +54.6% | -129.3% | -83.8% |
| 5Y | -96.3% | -0.6% | -95.7% | -96.9% |
| All | -96.3% | -0.5% | -95.9% | -96.9% |
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