-76.8%
PLUG vs ECL
+78.2%
-155.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +7.6% |
| 7D | +5.8% | -0.8% | +6.6% | +6.0% |
| 30D | -18.5% | +8.1% | -26.7% | -19.3% |
| 3M | -30.0% | +6.4% | -36.3% | -30.5% |
| 6M | -56.2% | +14.8% | -71.0% | -57.2% |
| YTD | -26.4% | +15.5% | -41.9% | -28.9% |
| 1Y | -42.2% | +20.1% | -62.3% | -45.0% |
| 3Y | -76.8% | +77.8% | -154.6% | -78.8% |
| All | -76.8% | +78.2% | -155.0% | -78.8% |
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