-98.6%
PLUG vs EFX
+1,292.8%
-1,391.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.4% | +9.2% | +7.3% |
| 7D | -0.9% | -8.6% | +7.7% | +5.2% |
| 30D | +3.3% | +0.1% | +3.2% | +2.5% |
| 3M | -39.7% | +3.8% | -43.6% | -43.8% |
| 6M | -12.5% | -13.5% | +1.0% | -9.1% |
| YTD | +10.2% | -17.7% | +27.8% | +15.4% |
| 1Y | +50.7% | -25.6% | +76.3% | +69.4% |
| 3Y | -74.5% | -12.1% | -62.4% | -75.1% |
| 5Y | -91.8% | -33.8% | -58.0% | -89.7% |
| 10Y | +43.7% | +45.1% | -1.4% | -6.1% |
| All | -98.6% | +1,292.8% | -1,391.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling