-68.0%
PLUG vs EL
+3.0%
-71.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.1% | -11.6% | -11.0% |
| 7D | -23.4% | +1.5% | -25.0% | -24.0% |
| 30D | -23.4% | +10.0% | -33.4% | -26.5% |
| 3M | -51.7% | +28.4% | -80.2% | -57.0% |
| 6M | -72.0% | +37.1% | -109.0% | -75.9% |
| YTD | -43.7% | +7.8% | -51.5% | -47.3% |
| 1Y | -55.4% | +26.0% | -81.5% | -61.4% |
| 3Y | -68.0% | +3.8% | -71.8% | -79.7% |
| All | -68.0% | +3.0% | -71.0% | -79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling