-96.5%
PLUG vs ECL
+37.7%
-134.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +8.6% |
| 7D | +5.8% | -0.8% | +6.6% | +6.3% |
| 30D | -18.5% | +8.1% | -26.7% | -23.3% |
| 3M | -30.0% | +6.4% | -36.3% | -33.4% |
| 6M | -56.2% | +14.8% | -71.0% | -61.3% |
| YTD | -26.4% | +15.5% | -41.9% | -36.6% |
| 1Y | -42.2% | +20.1% | -62.3% | -52.2% |
| 3Y | -76.8% | +77.8% | -154.6% | -88.1% |
| All | -96.5% | +37.7% | -134.1% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling