-72.8%
PLUG vs EQH
+95.5%
-168.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | +3.8% | +1.1% | +2.7% | +3.2% |
| 30D | +2.8% | -1.1% | +3.9% | +3.1% |
| 3M | -25.4% | +25.0% | -50.4% | -34.3% |
| 6M | -0.5% | +33.9% | -34.3% | -16.5% |
| YTD | +10.2% | +11.6% | -1.4% | +2.3% |
| 1Y | +53.9% | +1.5% | +52.4% | +50.3% |
| All | -72.8% | +95.5% | -168.4% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling