-97.1%
PLUG vs XME
+169.9%
-266.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.4% | +4.1% | +4.9% |
| 7D | +5.8% | -4.5% | +10.3% | +9.6% |
| 30D | -18.5% | -10.9% | -7.7% | -11.2% |
| 3M | -30.0% | -15.3% | -14.7% | -20.6% |
| 6M | -56.2% | -24.6% | -31.6% | -45.6% |
| YTD | -26.4% | -9.6% | -16.8% | -19.7% |
| 1Y | -42.2% | +2.9% | -45.1% | -42.5% |
| 3Y | -76.8% | +86.9% | -163.7% | -84.6% |
| 5Y | -96.2% | +115.2% | -211.4% | -97.6% |
| 10Y | +2.1% | +305.7% | -303.6% | -59.3% |
| All | -97.1% | +169.9% | -266.9% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling