-78.4%
PLUG vs ALC
+4.5%
-82.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.0% | -6.6% | -7.1% |
| 7D | -4.9% | +7.6% | -12.5% | -8.1% |
| 30D | -27.4% | +21.1% | -48.6% | -33.7% |
| 3M | -35.7% | +8.5% | -44.2% | -38.3% |
| 6M | -59.3% | +2.8% | -62.2% | -60.3% |
| YTD | -31.5% | -2.4% | -29.1% | -31.6% |
| 1Y | -48.9% | +3.5% | -52.3% | -51.2% |
| All | -78.4% | +4.5% | -82.9% | -81.2% |
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