+15.1%
PLUG vs ECL
+199.1%
-184.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +8.6% |
| 7D | +5.8% | -0.8% | +6.6% | +6.3% |
| 30D | -18.5% | +8.1% | -26.7% | -23.1% |
| 3M | -30.0% | +6.4% | -36.3% | -33.3% |
| 6M | -56.2% | +14.8% | -71.0% | -61.1% |
| YTD | -26.4% | +15.5% | -41.9% | -35.8% |
| 1Y | -42.2% | +20.1% | -62.3% | -51.3% |
| 3Y | -76.8% | +77.8% | -154.6% | -86.3% |
| 5Y | -96.2% | +37.9% | -134.1% | -97.3% |
| All | +15.1% | +199.1% | -184.1% | -49.2% |
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