-17.9%
PLUG vs XME
+266.4%
-284.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.0% | -6.8% | -7.0% |
| 7D | -8.1% | +5.3% | -13.5% | -12.1% |
| 30D | -20.5% | -8.2% | -12.3% | -13.8% |
| 3M | -45.9% | -18.4% | -27.5% | -34.5% |
| 6M | -65.2% | -22.8% | -42.3% | -55.7% |
| YTD | -37.1% | -7.9% | -29.2% | -31.7% |
| 1Y | -54.6% | -0.9% | -53.7% | -53.9% |
| 3Y | -64.9% | +96.0% | -160.8% | -80.0% |
| 5Y | -97.1% | +110.3% | -207.4% | -98.4% |
| All | -17.9% | +266.4% | -284.3% | -72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling