-76.8%
PLUG vs EL
+3.8%
-80.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +6.4% |
| 7D | +5.8% | +0.8% | +5.1% | +5.7% |
| 30D | -18.5% | +16.5% | -35.1% | -23.8% |
| 3M | -30.0% | +29.2% | -59.1% | -37.8% |
| 6M | -56.2% | +27.9% | -84.1% | -61.4% |
| YTD | -26.4% | +6.2% | -32.6% | -30.8% |
| 1Y | -42.2% | +27.2% | -69.4% | -50.2% |
| 3Y | -76.8% | +3.2% | -80.1% | -86.6% |
| All | -76.8% | +3.8% | -80.6% | -86.6% |
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