-18.2%
PLUG vs ECL
+192.9%
-211.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.1% | -8.1% | -8.4% |
| 7D | -8.5% | -0.5% | -8.1% | -8.2% |
| 30D | -20.8% | +6.6% | -27.4% | -24.4% |
| 3M | -46.1% | +9.6% | -55.7% | -49.6% |
| 6M | -65.3% | +21.6% | -86.9% | -70.4% |
| YTD | -37.3% | +16.9% | -54.2% | -45.7% |
| 1Y | -54.8% | +17.9% | -72.6% | -61.2% |
| 3Y | -65.0% | +76.5% | -141.5% | -79.0% |
| 5Y | -97.1% | +36.6% | -133.8% | -97.9% |
| All | -18.2% | +192.9% | -211.1% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling