-68.0%
PLUG vs XME
+93.2%
-161.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.6% | -8.9% | -8.8% |
| 7D | -23.4% | +0.3% | -23.8% | -23.4% |
| 30D | -23.4% | -6.1% | -17.3% | -17.8% |
| 3M | -51.7% | -18.6% | -33.1% | -39.4% |
| 6M | -72.0% | -23.9% | -48.1% | -62.2% |
| YTD | -43.7% | -9.3% | -34.3% | -38.1% |
| 1Y | -55.4% | +1.8% | -57.2% | -57.4% |
| 3Y | -68.0% | +93.0% | -161.0% | -90.6% |
| All | -68.0% | +93.2% | -161.2% | -90.6% |
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