-91.0%
PLUG vs EOSE
-68.2%
-22.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.8% | -6.7% | +1.1% |
| 7D | +8.1% | +41.4% | -33.3% | -2.5% |
| 30D | +3.7% | +3.6% | +0.1% | +1.8% |
| 3M | -29.2% | -35.7% | +6.6% | -21.9% |
| 6M | +6.1% | -29.9% | +36.0% | +10.2% |
| YTD | +14.7% | -62.5% | +77.2% | +36.4% |
| 1Y | +56.9% | -37.4% | +94.4% | +59.2% |
| 3Y | -71.6% | +55.8% | -127.4% | -82.0% |
| 5Y | -91.0% | -67.8% | -23.2% | -92.2% |
| All | -91.0% | -68.2% | -22.8% | -92.2% |
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