+20.0%
PLUG vs ED
+132.0%
-112.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.6% | +3.5% |
| 7D | +14.5% | -0.1% | +14.6% | +14.4% |
| 30D | -10.7% | +11.6% | -22.3% | -12.4% |
| 3M | -31.2% | +10.5% | -41.7% | -32.4% |
| 6M | -51.9% | +13.2% | -65.1% | -53.1% |
| YTD | -23.9% | +22.1% | -46.0% | -27.2% |
| 1Y | -43.4% | +24.2% | -67.6% | -46.1% |
| 3Y | -74.7% | +46.9% | -121.6% | -77.4% |
| 5Y | -96.3% | +80.8% | -177.1% | -96.8% |
| 10Y | +20.0% | +134.3% | -114.3% | +9.9% |
| All | +20.0% | +132.0% | -112.0% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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