-42.1%
PLUG vs ALC
+4.2%
-46.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.8% | -3.3% | +4.1% |
| 7D | +2.8% | +10.7% | -7.9% | +3.8% |
| 30D | -22.8% | +20.2% | -42.9% | -21.5% |
| 3M | -32.4% | +8.9% | -41.3% | -31.9% |
| 6M | -53.4% | +5.7% | -59.1% | -51.8% |
| YTD | -25.9% | -1.4% | -24.5% | -23.6% |
| 1Y | -42.1% | +4.7% | -46.8% | -45.9% |
| All | -42.1% | +4.2% | -46.3% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling