-91.9%
PLUG vs EFX
-33.8%
-58.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.4% | +9.2% | +7.5% |
| 7D | -0.9% | -8.6% | +7.7% | +5.5% |
| 30D | +3.3% | +0.1% | +3.2% | +2.3% |
| 3M | -39.7% | +3.8% | -43.6% | -44.2% |
| 6M | -12.5% | -13.5% | +1.0% | -7.8% |
| YTD | +10.2% | -17.7% | +27.8% | +17.2% |
| 1Y | +50.7% | -25.6% | +76.3% | +75.4% |
| 3Y | -74.5% | -12.1% | -62.4% | -77.2% |
| All | -91.9% | -33.8% | -58.1% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling