-86.0%
PLUG vs EOSE
-58.6%
-27.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.5% | -3.0% |
| 7D | +3.8% | +15.0% | -11.1% | -0.3% |
| 30D | +2.8% | +2.5% | +0.4% | +1.3% |
| 3M | -25.4% | -33.7% | +8.3% | -18.5% |
| 6M | -0.5% | -32.7% | +32.3% | +4.7% |
| YTD | +10.2% | -63.8% | +73.9% | +32.5% |
| 1Y | +53.9% | -40.5% | +94.4% | +58.1% |
| 3Y | -72.7% | +50.4% | -123.1% | -82.8% |
| 5Y | -91.4% | -68.6% | -22.8% | -93.8% |
| All | -86.0% | -58.6% | -27.3% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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