-42.1%
PLUG vs ALC
+32.2%
-74.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.2% | +3.3% |
| 7D | +14.5% | +2.1% | +12.5% | +12.6% |
| 30D | -10.7% | +17.2% | -27.9% | -20.9% |
| 3M | -31.2% | +4.6% | -35.8% | -34.2% |
| 6M | -51.9% | +20.1% | -72.0% | -59.6% |
| YTD | -23.9% | -4.2% | -19.7% | -25.3% |
| 1Y | -43.4% | +2.1% | -45.5% | -47.4% |
| 3Y | -74.7% | +4.5% | -79.2% | -77.7% |
| 5Y | -96.3% | -12.3% | -84.0% | -96.3% |
| All | -42.1% | +32.2% | -74.3% | -52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling