+15.1%
PLUG vs EIX
+29.5%
-14.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.5% | +9.9% | +8.5% |
| 7D | +5.8% | +1.0% | +4.9% | +5.3% |
| 30D | -18.5% | +9.1% | -27.7% | -21.7% |
| 3M | -30.0% | -10.2% | -19.7% | -28.5% |
| 6M | -56.2% | -11.2% | -44.9% | -55.4% |
| YTD | -26.4% | +4.5% | -30.9% | -31.2% |
| 1Y | -42.2% | +10.9% | -53.1% | -47.6% |
| 3Y | -76.8% | +8.4% | -85.3% | -79.1% |
| 5Y | -96.2% | +18.0% | -114.2% | -96.7% |
| All | +15.1% | +29.5% | -14.4% | +1.3% |
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