-98.6%
PLUG vs ECL
+2,160.0%
-2,258.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -0.9% | -2.6% | +1.7% | +1.2% |
| 30D | +3.3% | -2.2% | +5.5% | +4.9% |
| 3M | -39.7% | +10.1% | -49.8% | -45.3% |
| 6M | -12.5% | -5.7% | -6.8% | -10.4% |
| YTD | +10.2% | +7.0% | +3.2% | +0.9% |
| 1Y | +50.7% | +2.7% | +48.0% | +41.8% |
| 3Y | -74.5% | +57.7% | -132.2% | -83.7% |
| 5Y | -91.8% | +31.1% | -122.9% | -93.8% |
| 10Y | +43.7% | +150.9% | -107.2% | -39.6% |
| All | -98.6% | +2,160.0% | -2,258.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling