-91.3%
PLUG vs EQX
+73.3%
-164.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.1% | +2.3% | -1.4% |
| 7D | 0.0% | -7.0% | +7.0% | +1.9% |
| 30D | -5.0% | +4.8% | -9.8% | -6.3% |
| 3M | -26.2% | +25.6% | -51.9% | -31.1% |
| 6M | -0.5% | -25.8% | +25.4% | +5.4% |
| YTD | +7.1% | -12.7% | +19.9% | +7.7% |
| 1Y | +46.5% | +14.1% | +32.5% | +35.5% |
| 3Y | -73.5% | +165.7% | -239.2% | -82.3% |
| 5Y | -91.3% | +81.2% | -172.5% | -93.7% |
| All | -91.3% | +73.3% | -164.5% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling