I'm fairly sure they dont recommend doing proper exercise the first couple of weeks and then only about 20 minutes walking a day. Obviously some people do do more and are fine with it, but you're on so little calories, your body might just hang onto every calorie it's got. And exercise can make you dehydrated so conversely you can retain water. Also if you're due on you'll mostly likely be retaining water which can show on the scales. If you've stuck to the plan then dont worry, it's not real weight, you're not on enough calories to gain weight.