-99.1%
PLUG vs EVRG
+1,204.1%
-1,303.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.3% |
| 7D | +5.8% | +1.9% | +4.0% | +4.5% |
| 30D | -18.5% | +9.0% | -27.6% | -23.0% |
| 3M | -30.0% | +6.3% | -36.3% | -32.8% |
| 6M | -56.2% | +9.9% | -66.1% | -59.2% |
| YTD | -26.4% | +23.8% | -50.2% | -36.7% |
| 1Y | -42.2% | +19.9% | -62.1% | -49.3% |
| 3Y | -76.8% | +94.3% | -171.1% | -85.0% |
| 5Y | -96.2% | +64.6% | -160.9% | -97.3% |
| 10Y | +2.1% | +121.7% | -119.6% | -45.1% |
| All | -99.1% | +1,204.1% | -1,303.2% | -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