-47.1%
PLUG vs ALC
+30.3%
-77.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.4% | -7.2% | -7.6% |
| 7D | -2.8% | +2.3% | -5.2% | -4.5% |
| 30D | -18.5% | +15.5% | -34.0% | -27.0% |
| 3M | -35.1% | +0.6% | -35.7% | -36.0% |
| 6M | -56.1% | +18.4% | -74.5% | -62.7% |
| YTD | -30.5% | -5.6% | -24.9% | -31.1% |
| 1Y | -46.5% | 0.0% | -46.5% | -49.5% |
| 3Y | -61.2% | +2.8% | -64.0% | -65.4% |
| 5Y | -96.6% | -8.8% | -87.8% | -96.6% |
| All | -47.1% | +30.3% | -77.4% | -55.9% |
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 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