+52.8%
PLUG vs EIX
+17.2%
+35.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.5% |
| 7D | -0.9% | -19.1% | +18.2% | +6.4% |
| 30D | +3.3% | -16.9% | +20.2% | +9.2% |
| 3M | -39.7% | -20.0% | -19.7% | -35.7% |
| 6M | -12.5% | -21.3% | +8.8% | -5.8% |
| YTD | +10.2% | -1.7% | +11.9% | +5.8% |
| 1Y | +50.7% | +9.6% | +41.1% | +37.4% |
| 3Y | -74.5% | -3.7% | -70.8% | -75.6% |
| 5Y | -91.8% | +22.6% | -114.4% | -92.9% |
| All | +52.8% | +17.2% | +35.6% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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