-26.5%
PLUG vs ECL
+197.5%
-224.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.6% | -12.1% | -11.6% |
| 7D | -23.4% | +2.9% | -26.3% | -25.0% |
| 30D | -23.4% | +7.5% | -30.9% | -27.4% |
| 3M | -51.7% | +12.2% | -64.0% | -55.7% |
| 6M | -72.0% | +24.6% | -96.5% | -76.5% |
| YTD | -43.7% | +18.8% | -62.4% | -51.8% |
| 1Y | -55.4% | +19.3% | -74.8% | -62.2% |
| 3Y | -68.0% | +78.2% | -146.2% | -80.9% |
| 5Y | -97.4% | +38.8% | -136.2% | -98.2% |
| All | -26.5% | +197.5% | -224.0% | -68.6% |
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