+50.7%
PLUG vs EQH
+2.5%
+48.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.2% |
| 7D | -0.9% | +5.5% | -6.4% | -2.8% |
| 30D | +3.3% | +3.2% | +0.1% | +2.0% |
| 3M | -39.7% | +32.5% | -72.3% | -47.2% |
| 6M | -12.5% | +33.7% | -46.2% | -24.6% |
| YTD | +10.2% | +13.4% | -3.3% | +5.0% |
| 1Y | +50.7% | +0.6% | +50.1% | +50.6% |
| All | +50.7% | +2.5% | +48.2% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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