+53.9%
PLUG vs EFV
+27.3%
+26.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -2.7% |
| 7D | +3.8% | -0.5% | +4.3% | +4.6% |
| 30D | +2.8% | 0.0% | +2.8% | +2.9% |
| 3M | -25.4% | +8.4% | -33.8% | -33.2% |
| 6M | -0.5% | +12.3% | -12.8% | -15.7% |
| YTD | +10.2% | +17.4% | -7.2% | -28.8% |
| 1Y | +53.9% | +27.1% | +26.8% | -31.4% |
| All | +53.9% | +27.3% | +26.6% | -31.4% |
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 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