-16.2%
PLUG vs ALC
+24.0%
-40.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +4.4% |
| 7D | -0.9% | -2.1% | +1.2% | +0.6% |
| 30D | +3.3% | -0.1% | +3.4% | +3.2% |
| 3M | -39.7% | +5.9% | -45.6% | -43.2% |
| 6M | -12.5% | -15.9% | +3.4% | -3.2% |
| YTD | +10.2% | -10.1% | +20.3% | +14.2% |
| 1Y | +50.7% | -10.2% | +60.9% | +57.0% |
| 3Y | -74.5% | -13.6% | -60.9% | -73.5% |
| 5Y | -91.8% | -15.1% | -76.6% | -91.4% |
| All | -16.2% | +24.0% | -40.2% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling