+55.9%
PLUG vs EVRG
+114.7%
-58.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.3% | +3.8% |
| 7D | +8.1% | +0.9% | +7.3% | +7.7% |
| 30D | +3.7% | -0.5% | +4.2% | +3.8% |
| 3M | -29.2% | +1.5% | -30.7% | -29.9% |
| 6M | +6.1% | +1.2% | +4.9% | +4.6% |
| YTD | +14.7% | +16.3% | -1.6% | +5.5% |
| 1Y | +56.9% | +20.3% | +36.7% | +42.2% |
| 3Y | -71.6% | +72.3% | -143.9% | -78.5% |
| 5Y | -91.0% | +46.7% | -137.7% | -92.8% |
| 10Y | +55.9% | +113.8% | -57.9% | +5.2% |
| All | +55.9% | +114.7% | -58.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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