-74.7%
PLUG vs EOSE
+43.5%
-118.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.0% | -4.6% | +1.0% |
| 7D | +14.5% | +6.8% | +7.7% | +11.8% |
| 30D | -10.7% | -25.4% | +14.7% | -3.8% |
| 3M | -31.2% | -54.7% | +23.5% | -15.2% |
| 6M | -51.9% | -76.5% | +24.6% | -29.2% |
| YTD | -23.9% | -83.6% | +59.7% | +15.3% |
| 1Y | -43.4% | -89.7% | +46.3% | -2.9% |
| 3Y | -74.7% | +38.7% | -113.5% | -83.5% |
| All | -74.7% | +43.5% | -118.2% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling