+1.1%
PLUG vs XME
+270.2%
-269.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.0% | -7.0% | -7.2% |
| 7D | -3.2% | -0.2% | -3.0% | -2.8% |
| 30D | -18.7% | -9.2% | -9.6% | -11.1% |
| 3M | -35.3% | -17.8% | -17.5% | -22.5% |
| 6M | -56.2% | -20.0% | -36.2% | -46.1% |
| YTD | -30.7% | -6.6% | -24.1% | -25.8% |
| 1Y | -46.7% | +1.8% | -48.4% | -47.1% |
| 3Y | -61.3% | +98.7% | -160.1% | -78.3% |
| 5Y | -96.6% | +123.9% | -220.5% | -98.2% |
| 10Y | +1.1% | +277.9% | -276.8% | -66.5% |
| All | +1.1% | +270.2% | -269.1% | -66.5% |
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