-99.2%
PLUG vs EL
+519.3%
-618.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.9% | -3.6% | -5.5% |
| 7D | -4.9% | -1.1% | -3.9% | -4.3% |
| 30D | -27.4% | +15.3% | -42.7% | -32.7% |
| 3M | -35.7% | +24.2% | -59.9% | -43.2% |
| 6M | -59.3% | +30.9% | -90.2% | -65.6% |
| YTD | -31.5% | +3.9% | -35.3% | -36.2% |
| 1Y | -48.9% | +19.9% | -68.7% | -55.7% |
| 3Y | -79.6% | +2.5% | -82.1% | -82.1% |
| 5Y | -96.5% | -66.7% | -29.7% | -94.4% |
| 10Y | -4.9% | +54.9% | -59.8% | -29.1% |
| All | -99.2% | +519.3% | -618.5% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling