+16.0%
PLUG vs XME
+273.8%
-257.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.4% | +4.1% | +4.4% |
| 7D | +5.8% | -4.5% | +10.3% | +10.5% |
| 30D | -18.5% | -10.9% | -7.7% | -9.5% |
| 3M | -30.0% | -15.3% | -14.7% | -18.4% |
| 6M | -56.2% | -24.6% | -31.6% | -43.0% |
| YTD | -26.4% | -9.6% | -16.8% | -18.9% |
| 1Y | -42.2% | +2.9% | -45.1% | -43.3% |
| 3Y | -76.8% | +86.9% | -163.7% | -86.3% |
| 5Y | -96.2% | +115.2% | -211.4% | -97.9% |
| All | +16.0% | +273.8% | -257.8% | -58.0% |
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