+229.4%
EQIX vs PLUG
-99.7%
+329.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.4% | -5.9% | +0.9% |
| 7D | -0.1% | +5.8% | -5.9% | -0.6% |
| 30D | -1.8% | -18.5% | +16.7% | -0.1% |
| 3M | -3.4% | -30.0% | +26.6% | -0.5% |
| 6M | -6.0% | -56.2% | +50.2% | +0.1% |
| YTD | +34.2% | -26.4% | +60.6% | +34.8% |
| 1Y | +26.2% | -42.2% | +68.5% | +29.1% |
| 3Y | +41.7% | -76.8% | +118.5% | +40.7% |
| 5Y | +43.1% | -96.2% | +139.3% | +61.3% |
| 10Y | +260.8% | +2.1% | +258.7% | +157.4% |
| All | +229.4% | -99.7% | +329.1% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling