-42.1%
PLUG vs XME
+5.2%
-47.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +4.5% |
| 7D | +2.8% | -5.5% | +8.3% | +8.5% |
| 30D | -22.8% | -11.1% | -11.6% | -13.3% |
| 3M | -32.4% | -11.1% | -21.3% | -24.3% |
| 6M | -53.4% | -18.0% | -35.4% | -43.0% |
| YTD | -25.9% | -7.4% | -18.5% | -23.3% |
| 1Y | -42.1% | +6.7% | -48.7% | -51.1% |
| All | -42.1% | +5.2% | -47.3% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling