-74.6%
PLUG vs ALC
-13.3%
-61.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +4.0% |
| 7D | -0.9% | -2.1% | +1.2% | +0.1% |
| 30D | +3.3% | -0.1% | +3.4% | +3.2% |
| 3M | -39.7% | +5.9% | -45.6% | -42.2% |
| 6M | -12.5% | -15.9% | +3.4% | -3.3% |
| YTD | +10.2% | -10.1% | +20.3% | +14.6% |
| 1Y | +50.7% | -10.2% | +60.9% | +57.2% |
| All | -74.6% | -13.3% | -61.3% | -73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling