-97.7%
PLUG vs EFV
+240.5%
-338.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +9.3% |
| 7D | +5.8% | -0.7% | +6.5% | +6.6% |
| 30D | -18.5% | +0.9% | -19.4% | -19.6% |
| 3M | -30.0% | -3.6% | -26.4% | -26.5% |
| 6M | -56.2% | +2.5% | -58.7% | -57.4% |
| YTD | -26.4% | +13.2% | -39.6% | -37.6% |
| 1Y | -42.2% | +20.3% | -62.6% | -54.7% |
| 3Y | -76.8% | +84.9% | -161.7% | -89.2% |
| 5Y | -96.2% | +87.7% | -183.9% | -98.2% |
| 10Y | +2.1% | +160.7% | -158.6% | -65.9% |
| All | -97.7% | +240.5% | -338.2% | -99.5% |
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