+55.9%
PLUG vs XME
+401.9%
-346.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.1% |
| 7D | +8.1% | +3.6% | +4.5% | +4.7% |
| 30D | +3.7% | +3.6% | 0.0% | +0.5% |
| 3M | -29.2% | +1.2% | -30.4% | -30.1% |
| 6M | +6.1% | +9.0% | -2.9% | -2.3% |
| YTD | +14.7% | +15.9% | -1.2% | +1.0% |
| 1Y | +56.9% | +43.2% | +13.8% | +16.1% |
| 3Y | -71.6% | +137.4% | -209.0% | -86.2% |
| 5Y | -91.0% | +185.0% | -276.1% | -96.1% |
| 10Y | +55.9% | +409.5% | -353.6% | -56.8% |
| All | +55.9% | +401.9% | -346.1% | -56.8% |
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