-78.4%
PLUG vs ECL
+81.2%
-159.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.9% | -4.6% | -7.2% |
| 7D | -4.9% | +1.7% | -6.6% | -5.1% |
| 30D | -27.4% | +8.9% | -36.3% | -28.1% |
| 3M | -35.7% | +7.4% | -43.1% | -36.3% |
| 6M | -59.3% | +19.3% | -78.7% | -60.5% |
| YTD | -31.5% | +17.4% | -48.9% | -33.9% |
| 1Y | -48.9% | +19.4% | -68.3% | -51.0% |
| All | -78.4% | +81.2% | -159.6% | -80.3% |
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