+52.8%
PLUG vs EL
+32.5%
+20.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.1% | +1.1% |
| 7D | -0.9% | +0.8% | -1.7% | -1.3% |
| 30D | +3.3% | +19.8% | -16.5% | -7.4% |
| 3M | -39.7% | +25.7% | -65.4% | -47.9% |
| 6M | -12.5% | +5.4% | -17.9% | -18.0% |
| YTD | +10.2% | +0.2% | +9.9% | +4.3% |
| 1Y | +50.7% | +20.4% | +30.3% | +26.6% |
| 3Y | -74.5% | -32.1% | -42.4% | -71.4% |
| 5Y | -91.8% | -67.2% | -24.6% | -85.0% |
| All | +52.8% | +32.5% | +20.3% | +49.2% |
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