+1.5%
PLUG vs EL
+60.9%
-59.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.9% | -8.8% |
| 7D | -2.8% | +7.6% | -10.5% | -6.7% |
| 30D | -18.5% | +15.7% | -34.1% | -25.0% |
| 3M | -35.1% | +30.5% | -65.6% | -45.0% |
| 6M | -56.1% | +32.5% | -88.6% | -63.8% |
| YTD | -30.5% | +9.4% | -39.9% | -37.7% |
| 1Y | -46.5% | +28.4% | -74.8% | -56.4% |
| 3Y | -61.2% | +4.4% | -65.6% | -67.0% |
| 5Y | -96.6% | -64.5% | -32.1% | -94.0% |
| 10Y | +1.5% | +64.9% | -63.4% | -18.9% |
| All | +1.5% | +60.9% | -59.4% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling