-99.2%
PLUG vs EIX
+393.9%
-493.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.0% | -6.6% | -7.2% |
| 7D | -4.9% | +2.5% | -7.5% | -5.7% |
| 30D | -27.4% | +14.1% | -41.5% | -30.7% |
| 3M | -35.7% | -9.4% | -26.3% | -34.7% |
| 6M | -59.3% | -9.1% | -50.3% | -58.9% |
| YTD | -31.5% | +7.1% | -38.6% | -35.0% |
| 1Y | -48.9% | +13.3% | -62.1% | -52.5% |
| 3Y | -79.6% | +10.9% | -90.5% | -81.1% |
| 5Y | -96.5% | +21.0% | -117.4% | -96.8% |
| 10Y | -4.9% | +33.6% | -38.5% | -19.9% |
| All | -99.2% | +393.9% | -493.1% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling