-98.6%
PLUG vs ED
+830.0%
-928.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.2% | +3.4% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +3.3% | -0.1% | +3.5% | +3.2% |
| 3M | -39.7% | +3.9% | -43.7% | -41.3% |
| 6M | -12.5% | -3.0% | -9.5% | -12.3% |
| YTD | +10.2% | +10.7% | -0.5% | +3.2% |
| 1Y | +50.7% | +13.3% | +37.4% | +38.6% |
| 3Y | -74.5% | +34.5% | -109.0% | -78.9% |
| 5Y | -91.8% | +67.1% | -158.9% | -94.0% |
| 10Y | +43.7% | +103.0% | -59.3% | -15.2% |
| All | -98.6% | +830.0% | -928.6% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling