-99.1%
PLUG vs EL
+546.2%
-645.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.2% |
| 7D | -6.8% | +0.3% | -7.1% | -6.8% |
| 30D | -16.0% | +12.3% | -28.3% | -20.9% |
| 3M | -38.7% | +28.4% | -67.1% | -46.7% |
| 6M | -61.4% | +36.7% | -98.1% | -67.9% |
| YTD | -31.0% | +8.4% | -39.4% | -37.1% |
| 1Y | -46.2% | +25.4% | -71.7% | -54.5% |
| 3Y | -61.5% | +3.4% | -64.9% | -66.3% |
| 5Y | -96.9% | -64.8% | -32.1% | -95.1% |
| 10Y | -7.5% | +63.0% | -70.5% | -32.6% |
| All | -99.1% | +546.2% | -645.4% | -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