-96.6%
PLUG vs EFV
+258.8%
-355.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +3.0% |
| 7D | -0.9% | +1.5% | -2.4% | -2.8% |
| 30D | +3.3% | +1.7% | +1.6% | +1.2% |
| 3M | -39.7% | +8.6% | -48.4% | -45.8% |
| 6M | -12.5% | +11.7% | -24.2% | -24.1% |
| YTD | +10.2% | +19.3% | -9.1% | -12.8% |
| 1Y | +50.7% | +30.2% | +20.5% | +7.4% |
| 3Y | -74.5% | +91.6% | -166.1% | -88.6% |
| 5Y | -91.8% | +96.4% | -188.2% | -96.2% |
| 10Y | +43.7% | +166.5% | -122.8% | -53.4% |
| All | -96.6% | +258.8% | -355.4% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling