-98.6%
PLUG vs EL
+497.5%
-596.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.1% | +1.3% |
| 7D | -0.9% | +0.8% | -1.7% | -1.3% |
| 30D | +3.3% | +19.8% | -16.5% | -6.4% |
| 3M | -39.7% | +25.7% | -65.4% | -47.1% |
| 6M | -12.5% | +5.4% | -17.9% | -17.5% |
| YTD | +10.2% | +0.2% | +9.9% | +5.0% |
| 1Y | +50.7% | +20.4% | +30.3% | +29.6% |
| 3Y | -74.5% | -32.1% | -42.4% | -72.2% |
| 5Y | -91.8% | -67.2% | -24.6% | -86.7% |
| 10Y | +43.7% | +31.7% | +12.0% | +16.4% |
| All | -98.6% | +497.5% | -596.1% | -99.4% |
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