-55.4%
PLUG vs EOSE
-88.8%
+33.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +5.5% | -16.0% | -12.2% |
| 7D | -23.4% | +9.8% | -33.2% | -26.0% |
| 30D | -23.4% | -2.1% | -21.4% | -24.2% |
| 3M | -51.7% | -54.1% | +2.3% | -40.6% |
| 6M | -72.0% | -76.9% | +5.0% | -58.6% |
| YTD | -43.7% | -83.3% | +39.7% | -12.9% |
| 1Y | -55.4% | -87.4% | +32.0% | -25.8% |
| All | -55.4% | -88.8% | +33.4% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling