-97.1%
PLUG vs EIX
+17.2%
-114.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.1% | -8.9% | -8.9% |
| 7D | -8.1% | -1.5% | -6.7% | -7.6% |
| 30D | -20.5% | +8.1% | -28.6% | -23.7% |
| 3M | -45.9% | -12.1% | -33.7% | -44.0% |
| 6M | -65.2% | -13.4% | -51.7% | -64.1% |
| YTD | -37.1% | +5.6% | -42.6% | -43.7% |
| 1Y | -54.6% | +7.8% | -62.4% | -60.0% |
| 3Y | -64.9% | +9.8% | -74.7% | -71.0% |
| 5Y | -97.1% | +18.8% | -116.0% | -97.9% |
| All | -97.1% | +17.2% | -114.3% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling