+52.8%
PLUG vs EAT
+392.1%
-339.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.3% | +2.6% |
| 7D | -0.9% | 0.0% | -0.9% | -1.0% |
| 30D | +3.3% | +1.9% | +1.5% | +2.1% |
| 3M | -39.7% | +68.7% | -108.4% | -51.1% |
| 6M | -12.5% | +66.9% | -79.4% | -29.3% |
| YTD | +10.2% | +60.4% | -50.3% | -9.9% |
| 1Y | +50.7% | +44.0% | +6.7% | +26.5% |
| 3Y | -74.5% | +604.7% | -679.2% | -88.7% |
| 5Y | -91.8% | +347.0% | -438.8% | -95.9% |
| All | +52.8% | +392.1% | -339.3% | -29.3% |
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