-45.0%
PLUG vs EQH
+252.0%
-297.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.8% | -11.3% | -11.0% |
| 7D | -23.4% | +6.5% | -30.0% | -26.5% |
| 30D | -23.4% | +6.1% | -29.5% | -26.2% |
| 3M | -51.7% | +6.2% | -58.0% | -53.7% |
| 6M | -72.0% | +38.1% | -110.0% | -77.6% |
| YTD | -43.7% | +20.2% | -63.8% | -51.3% |
| 1Y | -55.4% | +27.6% | -83.0% | -63.0% |
| 3Y | -68.0% | +128.8% | -196.8% | -83.0% |
| 5Y | -97.4% | +83.1% | -180.6% | -98.4% |
| All | -45.0% | +252.0% | -297.1% | -77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling