-9.9%
PLUG vs EFV
+162.7%
-172.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -6.8% | -1.0% | -5.9% | -5.4% |
| 30D | -16.0% | +3.1% | -19.1% | -19.9% |
| 3M | -38.7% | -1.2% | -37.5% | -37.5% |
| 6M | -61.4% | +5.6% | -67.0% | -64.3% |
| YTD | -31.0% | +15.8% | -46.8% | -45.1% |
| 1Y | -46.2% | +20.0% | -66.3% | -59.4% |
| 3Y | -61.5% | +91.0% | -152.4% | -84.9% |
| 5Y | -96.9% | +93.7% | -190.5% | -98.7% |
| All | -9.9% | +162.7% | -172.7% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling