+55.9%
PLUG vs EFV
+163.3%
-107.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +5.2% |
| 7D | +8.1% | +1.0% | +7.2% | +6.5% |
| 30D | +3.7% | +0.2% | +3.5% | +3.5% |
| 3M | -29.2% | +9.6% | -38.8% | -38.3% |
| 6M | +6.1% | +14.0% | -7.9% | -13.0% |
| YTD | +14.7% | +18.5% | -3.7% | -11.7% |
| 1Y | +56.9% | +27.9% | +29.0% | +8.7% |
| 3Y | -71.6% | +92.4% | -164.0% | -88.9% |
| 5Y | -91.0% | +97.2% | -188.2% | -96.5% |
| 10Y | +55.9% | +163.0% | -107.1% | -52.6% |
| All | +55.9% | +163.3% | -107.5% | -52.6% |
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