-35.7%
PLUG vs EL
+23.6%
-59.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.9% | -3.6% | -6.0% |
| 7D | -4.9% | -1.1% | -3.9% | -4.4% |
| 30D | -27.4% | +15.3% | -42.7% | -30.6% |
| 3M | -35.7% | +24.2% | -59.9% | -40.7% |
| All | -35.7% | +23.6% | -59.3% | -40.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling