-98.6%
PLUG vs EVRG
+1,114.7%
-1,213.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.1% |
| 7D | -0.9% | +1.1% | -2.0% | -1.6% |
| 30D | +3.3% | -1.0% | +4.3% | +3.8% |
| 3M | -39.7% | +0.4% | -40.1% | -40.3% |
| 6M | -12.5% | -0.8% | -11.7% | -13.1% |
| YTD | +10.2% | +15.3% | -5.2% | -0.8% |
| 1Y | +50.7% | +17.9% | +32.8% | +34.0% |
| 3Y | -74.5% | +71.9% | -146.4% | -82.1% |
| 5Y | -91.8% | +45.3% | -137.0% | -93.7% |
| 10Y | +43.7% | +113.1% | -69.3% | -20.7% |
| All | -98.6% | +1,114.7% | -1,213.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling