-74.6%
PLUG vs XME
+127.9%
-202.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.6% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +3.3% | +6.0% | -2.7% | -3.2% |
| 3M | -39.7% | -7.7% | -32.0% | -34.2% |
| 6M | -12.5% | +1.0% | -13.5% | -14.3% |
| YTD | +10.2% | +14.6% | -4.5% | -7.2% |
| 1Y | +50.7% | +46.0% | +4.7% | -3.6% |
| All | -74.6% | +127.9% | -202.6% | -92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling