+47.9%
PLUG vs EQNR
+416.8%
-368.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -3.2% | +6.4% | -9.7% | -6.0% |
| 30D | -8.3% | +10.4% | -18.7% | -12.6% |
| 3M | -25.8% | +23.1% | -48.9% | -33.7% |
| 6M | -5.8% | +36.3% | -42.1% | -21.5% |
| YTD | +6.6% | +96.0% | -89.4% | -26.8% |
| 1Y | +39.1% | +94.2% | -55.1% | -4.2% |
| 3Y | -73.7% | +75.3% | -149.0% | -81.6% |
| 5Y | -91.3% | +187.2% | -278.5% | -95.6% |
| All | +47.9% | +416.8% | -368.9% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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