-44.0%
PLUG vs ALC
+31.8%
-75.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.1% | +9.5% | +8.9% |
| 7D | +5.8% | +4.9% | +1.0% | +1.9% |
| 30D | -18.5% | +19.0% | -37.5% | -28.7% |
| 3M | -30.0% | +7.8% | -37.7% | -34.4% |
| 6M | -56.2% | +14.6% | -70.8% | -61.8% |
| YTD | -26.4% | -4.4% | -22.0% | -27.7% |
| 1Y | -42.2% | +1.4% | -43.6% | -46.0% |
| 3Y | -76.8% | +2.5% | -79.3% | -79.3% |
| 5Y | -96.2% | -10.9% | -85.3% | -96.2% |
| All | -44.0% | +31.8% | -75.8% | -53.7% |
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