+58.4%
PLUG vs EFX
+38.5%
+19.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -2.7% |
| 7D | +3.8% | -9.4% | +13.2% | +10.1% |
| 30D | +2.8% | -6.9% | +9.7% | +6.8% |
| 3M | -25.4% | +0.1% | -25.6% | -28.5% |
| 6M | -0.5% | -17.3% | +16.9% | +6.8% |
| YTD | +10.2% | -21.8% | +32.0% | +19.7% |
| 1Y | +53.9% | -32.5% | +86.4% | +86.3% |
| 3Y | -72.7% | -12.3% | -60.4% | -73.5% |
| 5Y | -91.4% | -36.6% | -54.8% | -89.5% |
| 10Y | +58.4% | +41.0% | +17.4% | +39.8% |
| All | +58.4% | +38.5% | +19.9% | +39.8% |
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