-47.9%
PLUG vs ALC
+34.7%
-82.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.0% | -6.6% | -6.8% |
| 7D | -4.9% | +7.6% | -12.5% | -10.1% |
| 30D | -27.4% | +21.1% | -48.6% | -37.2% |
| 3M | -35.7% | +8.5% | -44.2% | -40.0% |
| 6M | -59.3% | +2.8% | -62.2% | -61.6% |
| YTD | -31.5% | -2.4% | -29.1% | -33.6% |
| 1Y | -48.9% | +3.5% | -52.3% | -52.8% |
| 3Y | -79.6% | +4.2% | -83.8% | -81.9% |
| 5Y | -96.5% | -9.0% | -87.5% | -96.5% |
| All | -47.9% | +34.7% | -82.5% | -57.5% |
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