+15.1%
PLUG vs EL
+56.3%
-41.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +6.1% |
| 7D | +5.8% | +0.8% | +5.1% | +5.6% |
| 30D | -18.5% | +16.5% | -35.1% | -25.5% |
| 3M | -30.0% | +29.2% | -59.1% | -40.2% |
| 6M | -56.2% | +27.9% | -84.1% | -63.1% |
| YTD | -26.4% | +6.2% | -32.6% | -32.9% |
| 1Y | -42.2% | +27.2% | -69.4% | -52.7% |
| 3Y | -76.8% | +3.2% | -80.1% | -80.2% |
| 5Y | -96.2% | -66.0% | -30.2% | -93.2% |
| All | +15.1% | +56.3% | -41.2% | +1.1% |
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