-97.3%
PLUG vs EFX
-30.1%
-67.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.7% | -11.2% | -11.0% |
| 7D | -23.4% | -0.8% | -22.7% | -23.0% |
| 30D | -23.4% | +25.1% | -48.6% | -36.1% |
| 3M | -51.7% | +1.7% | -53.4% | -53.7% |
| 6M | -72.0% | +18.4% | -90.3% | -77.3% |
| YTD | -43.7% | -12.5% | -31.1% | -43.8% |
| 1Y | -55.4% | -8.1% | -47.3% | -57.8% |
| 3Y | -68.0% | +4.8% | -72.8% | -77.1% |
| All | -97.3% | -30.1% | -67.2% | -97.1% |
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