-98.9%
PLUG vs EQNR
+2,046.2%
-2,145.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.2% | -8.2% | -6.1% |
| 7D | +3.8% | +3.8% | 0.0% | +1.8% |
| 30D | +2.8% | +11.4% | -8.6% | -3.0% |
| 3M | -25.4% | +24.8% | -50.2% | -34.8% |
| 6M | -0.5% | +42.3% | -42.7% | -20.1% |
| YTD | +10.2% | +97.9% | -87.7% | -26.4% |
| 1Y | +53.9% | +95.9% | -42.0% | +3.2% |
| 3Y | -72.7% | +77.3% | -150.1% | -81.4% |
| 5Y | -91.4% | +195.3% | -286.7% | -95.8% |
| 10Y | +58.4% | +420.4% | -362.0% | -45.6% |
| All | -98.9% | +2,046.2% | -2,145.1% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling