-68.0%
PLUG vs EVRG
+104.1%
-172.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.6% | -11.1% | -10.7% |
| 7D | -23.4% | +1.4% | -24.9% | -23.9% |
| 30D | -23.4% | +7.4% | -30.8% | -25.9% |
| 3M | -51.7% | +7.2% | -59.0% | -53.3% |
| 6M | -72.0% | +9.5% | -81.4% | -73.4% |
| YTD | -43.7% | +25.6% | -69.2% | -52.0% |
| 1Y | -55.4% | +20.4% | -75.8% | -60.8% |
| 3Y | -68.0% | +108.8% | -176.8% | -86.5% |
| All | -68.0% | +104.1% | -172.1% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling