+721.8%
ENTG vs PLUG
+6.6%
+715.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.4% | -4.8% | +1.2% |
| 7D | -17.1% | +5.8% | -22.9% | -18.0% |
| 30D | -23.0% | -18.5% | -4.5% | -20.1% |
| 3M | -10.2% | -30.0% | +19.7% | -4.3% |
| 6M | -17.8% | -56.2% | +38.4% | -5.0% |
| YTD | +52.4% | -26.4% | +78.8% | +57.8% |
| 1Y | +49.8% | -42.2% | +92.0% | +61.0% |
| 3Y | +42.1% | -76.8% | +119.0% | +48.3% |
| 5Y | -10.2% | -96.2% | +86.0% | +21.2% |
| All | +721.8% | +6.6% | +715.2% | +609.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling