-55.4%
PLUG vs ALC
-6.0%
-49.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.2% | -13.7% | -10.0% |
| 7D | -23.4% | -1.1% | -22.4% | -23.4% |
| 30D | -23.4% | +16.0% | -39.5% | -21.9% |
| 3M | -51.7% | +0.8% | -52.6% | -51.7% |
| 6M | -72.0% | +16.8% | -88.8% | -71.5% |
| YTD | -43.7% | -5.5% | -38.2% | -42.1% |
| 1Y | -55.4% | -5.3% | -50.2% | -54.4% |
| All | -55.4% | -6.0% | -49.4% | -54.4% |
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