-91.9%
PLUG vs XME
+176.2%
-268.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | -39.7% | -7.7% | -32.0% | -34.4% |
| 6M | -12.5% | +1.0% | -13.5% | -14.2% |
| YTD | +10.2% | +14.6% | -4.5% | -5.8% |
| 1Y | +50.7% | +46.0% | +4.7% | -0.1% |
| 3Y | -74.5% | +127.0% | -201.5% | -89.6% |
| All | -91.9% | +176.2% | -268.1% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling