+20.0%
PLUG vs XME
+294.4%
-274.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.5% | -2.0% | -1.6% |
| 7D | +14.5% | +0.9% | +13.6% | +13.6% |
| 30D | -10.7% | -7.3% | -3.4% | -4.3% |
| 3M | -31.2% | -14.8% | -16.4% | -20.3% |
| 6M | -51.9% | -18.4% | -33.5% | -41.9% |
| YTD | -23.9% | -4.7% | -19.2% | -20.1% |
| 1Y | -43.4% | +5.7% | -49.1% | -45.9% |
| 3Y | -74.7% | +104.0% | -178.7% | -86.2% |
| 5Y | -96.3% | +122.4% | -218.7% | -98.0% |
| 10Y | +20.0% | +285.4% | -265.4% | -58.7% |
| All | +20.0% | +294.4% | -274.4% | -58.7% |
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