-26.5%
PLUG vs ED
+147.1%
-173.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.4% | -11.9% | -10.7% |
| 7D | -23.4% | +2.1% | -25.5% | -23.7% |
| 30D | -23.4% | +10.4% | -33.8% | -24.7% |
| 3M | -51.7% | +12.5% | -64.3% | -52.7% |
| 6M | -72.0% | +14.9% | -86.9% | -72.7% |
| YTD | -43.7% | +24.8% | -68.5% | -46.4% |
| 1Y | -55.4% | +23.8% | -79.3% | -57.5% |
| 3Y | -68.0% | +51.6% | -119.7% | -71.7% |
| 5Y | -97.4% | +86.4% | -183.9% | -97.8% |
| All | -26.5% | +147.1% | -173.6% | -35.9% |
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