-42.1%
PLUG vs EQH
+18.6%
-60.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +2.0% | +3.1% |
| 7D | +2.8% | +2.8% | 0.0% | +2.0% |
| 30D | -22.8% | +3.9% | -26.7% | -23.6% |
| 3M | -32.4% | +16.3% | -48.7% | -35.6% |
| 6M | -53.4% | +37.1% | -90.5% | -58.6% |
| YTD | -25.9% | +20.2% | -46.1% | -31.4% |
| 1Y | -42.1% | +17.9% | -60.0% | -46.4% |
| All | -42.1% | +18.6% | -60.7% | -46.4% |
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