-42.2%
PLUG vs ALC
+2.0%
-44.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.1% | +9.5% | +7.2% |
| 7D | +5.8% | +4.9% | +1.0% | +6.3% |
| 30D | -18.5% | +19.0% | -37.5% | -17.2% |
| 3M | -30.0% | +7.8% | -37.7% | -29.4% |
| 6M | -56.2% | +14.6% | -70.8% | -55.5% |
| YTD | -26.4% | -4.4% | -22.0% | -24.3% |
| 1Y | -42.2% | +1.4% | -43.6% | -45.4% |
| All | -42.2% | +2.0% | -44.2% | -45.4% |
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