-73.8%
PLUG vs EFV
+93.8%
-167.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +3.1% |
| 7D | -0.9% | +1.5% | -2.4% | -3.6% |
| 30D | +3.3% | +1.7% | +1.6% | +0.3% |
| 3M | -39.7% | +8.6% | -48.4% | -48.0% |
| 6M | -12.5% | +11.7% | -24.2% | -28.7% |
| YTD | +10.2% | +19.3% | -9.1% | -23.3% |
| 1Y | +50.7% | +30.2% | +20.5% | -11.7% |
| All | -73.8% | +93.8% | -167.5% | -94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling