-74.6%
PLUG vs EL
-31.7%
-43.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.1% | +1.5% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | +3.3% | +19.8% | -16.5% | -4.9% |
| 3M | -39.7% | +25.7% | -65.4% | -46.0% |
| 6M | -12.5% | +5.4% | -17.9% | -16.2% |
| YTD | +10.2% | +0.2% | +9.9% | +6.5% |
| 1Y | +50.7% | +20.4% | +30.3% | +32.6% |
| All | -74.6% | -31.7% | -43.0% | -72.5% |
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