-73.6%
PLUG vs EQNR
+74.0%
-147.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | 0.0% | +5.7% | -5.7% | -1.5% |
| 30D | -5.0% | +11.3% | -16.2% | -7.8% |
| 3M | -26.2% | +21.5% | -47.7% | -30.6% |
| 6M | -0.5% | +41.8% | -42.3% | -13.5% |
| YTD | +7.1% | +97.3% | -90.2% | -20.9% |
| 1Y | +46.5% | +89.9% | -43.4% | +10.1% |
| All | -73.6% | +74.0% | -147.6% | -81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling