-42.1%
PLUG vs EFV
+25.8%
-67.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | -0.1% |
| 7D | +2.8% | +2.9% | -0.1% | -0.6% |
| 30D | -22.8% | +3.6% | -26.3% | -25.9% |
| 3M | -32.4% | -0.1% | -32.3% | -32.2% |
| 6M | -53.4% | +9.6% | -63.0% | -57.1% |
| YTD | -25.9% | +17.0% | -42.9% | -47.7% |
| 1Y | -42.1% | +25.7% | -67.7% | -67.1% |
| All | -42.1% | +25.8% | -67.9% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling