-61.3%
PLUG vs EL
+3.4%
-64.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.2% | -9.2% | -9.1% |
| 7D | -3.2% | +7.6% | -10.8% | -6.1% |
| 30D | -18.7% | +15.7% | -34.4% | -23.7% |
| 3M | -35.3% | +30.5% | -65.8% | -42.8% |
| 6M | -56.2% | +32.5% | -88.8% | -62.0% |
| YTD | -30.7% | +9.4% | -40.2% | -35.7% |
| 1Y | -46.7% | +28.4% | -75.0% | -54.1% |
| 3Y | -61.3% | +4.4% | -65.8% | -75.1% |
| All | -61.3% | +3.4% | -64.7% | -75.1% |
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 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