-18.2%
PLUG vs EFX
+79.2%
-97.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.9% | -8.3% | -8.6% |
| 7D | -8.5% | -3.6% | -4.9% | -6.4% |
| 30D | -20.8% | +25.3% | -46.1% | -32.6% |
| 3M | -46.1% | +3.8% | -49.9% | -48.8% |
| 6M | -65.3% | +12.7% | -78.0% | -70.1% |
| YTD | -37.3% | -13.1% | -24.2% | -37.5% |
| 1Y | -54.8% | -9.3% | -45.4% | -56.4% |
| 3Y | -65.0% | +3.5% | -68.6% | -70.3% |
| 5Y | -97.1% | -30.6% | -66.5% | -96.7% |
| All | -18.2% | +79.2% | -97.4% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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