-61.3%
PLUG vs ECL
+79.5%
-140.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.2% | -8.8% | -9.0% |
| 7D | -3.2% | +0.4% | -3.6% | -3.2% |
| 30D | -18.7% | +8.6% | -27.3% | -19.8% |
| 3M | -35.3% | +7.9% | -43.2% | -36.1% |
| 6M | -56.2% | +21.0% | -77.3% | -58.1% |
| YTD | -30.7% | +17.5% | -48.2% | -33.9% |
| 1Y | -46.7% | +19.7% | -66.3% | -49.6% |
| 3Y | -61.3% | +77.4% | -138.8% | -76.8% |
| All | -61.3% | +79.5% | -140.8% | -76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling