+20.0%
PLUG vs ECL
+205.6%
-185.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +2.0% |
| 7D | +14.5% | -0.5% | +15.0% | +14.9% |
| 30D | -10.7% | +8.8% | -19.6% | -16.0% |
| 3M | -31.2% | +7.8% | -39.0% | -35.1% |
| 6M | -51.9% | +21.3% | -73.2% | -59.0% |
| YTD | -23.9% | +17.8% | -41.6% | -34.5% |
| 1Y | -43.4% | +21.1% | -64.5% | -52.5% |
| 3Y | -74.7% | +80.1% | -154.8% | -85.2% |
| 5Y | -96.3% | +40.5% | -136.8% | -97.4% |
| 10Y | +20.0% | +197.7% | -177.7% | -48.5% |
| All | +20.0% | +205.6% | -185.6% | -48.5% |
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