-95.6%
PLUG vs XME
+242.3%
-337.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +3.3% | +6.0% | -2.7% | -0.9% |
| 3M | -39.7% | -7.7% | -32.0% | -35.9% |
| 6M | -12.5% | +1.0% | -13.5% | -12.9% |
| YTD | +10.2% | +14.6% | -4.5% | +0.7% |
| 1Y | +50.7% | +46.0% | +4.7% | +17.0% |
| 3Y | -74.5% | +127.0% | -201.5% | -85.2% |
| 5Y | -91.8% | +175.8% | -267.6% | -95.7% |
| 10Y | +43.7% | +414.6% | -370.9% | -52.3% |
| All | -95.6% | +242.3% | -337.9% | -98.7% |
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