+57.9%
PLUG vs EQX
+232.0%
-174.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | -3.2% | -3.2% | 0.0% | -2.5% |
| 30D | -8.3% | +7.8% | -16.1% | -10.1% |
| 3M | -25.8% | +21.3% | -47.1% | -29.7% |
| 6M | -5.8% | -22.4% | +16.6% | -1.7% |
| YTD | +6.6% | -11.3% | +17.9% | +6.9% |
| 1Y | +39.1% | +13.5% | +25.6% | +29.9% |
| 3Y | -73.7% | +162.1% | -235.9% | -81.4% |
| 5Y | -91.3% | +84.2% | -175.5% | -93.7% |
| All | +57.9% | +232.0% | -174.1% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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