+1.5%
PLUG vs EIX
+33.0%
-31.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.1% | -8.8% | -8.7% |
| 7D | -2.8% | +1.0% | -3.8% | -3.3% |
| 30D | -18.5% | +8.9% | -27.3% | -21.5% |
| 3M | -35.1% | -9.8% | -25.3% | -33.9% |
| 6M | -56.1% | -10.2% | -45.9% | -55.5% |
| YTD | -30.5% | +5.9% | -36.4% | -35.4% |
| 1Y | -46.5% | +10.9% | -57.4% | -51.4% |
| 3Y | -61.2% | +10.2% | -71.4% | -65.1% |
| 5Y | -96.6% | +17.0% | -113.6% | -97.0% |
| 10Y | +1.5% | +35.1% | -33.6% | -10.2% |
| All | +1.5% | +33.0% | -31.5% | -10.2% |
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