+15.1%
PLUG vs EAT
+378.4%
-363.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.9% | +10.3% | +8.4% |
| 7D | +5.8% | -2.6% | +8.5% | +6.7% |
| 30D | -18.5% | +11.5% | -30.0% | -22.2% |
| 3M | -30.0% | -9.1% | -20.8% | -28.7% |
| 6M | -56.2% | +40.4% | -96.6% | -62.7% |
| YTD | -26.4% | +43.9% | -70.3% | -38.1% |
| 1Y | -42.2% | +101.9% | -144.2% | -57.5% |
| 3Y | -76.8% | +489.9% | -566.7% | -89.2% |
| 5Y | -96.2% | +362.6% | -458.9% | -98.2% |
| All | +15.1% | +378.4% | -363.3% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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