-96.3%
PLUG vs EOSE
-84.2%
-12.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.0% | -4.6% | +1.2% |
| 7D | +14.5% | +6.8% | +7.7% | +12.0% |
| 30D | -10.7% | -25.4% | +14.7% | -4.3% |
| 3M | -31.2% | -54.7% | +23.5% | -16.5% |
| 6M | -51.9% | -76.5% | +24.6% | -31.0% |
| YTD | -23.9% | -83.6% | +59.7% | +11.9% |
| 1Y | -43.4% | -89.7% | +46.3% | -6.7% |
| 3Y | -74.7% | +38.7% | -113.5% | -83.1% |
| 5Y | -96.3% | -82.9% | -13.4% | -95.6% |
| All | -96.3% | -84.2% | -12.1% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling