-42.5%
PLUG vs ELAN
-17.0%
-25.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.1% | -11.5% | -11.0% |
| 7D | -23.4% | +4.0% | -27.5% | -24.9% |
| 30D | -23.4% | +18.8% | -42.2% | -29.3% |
| 3M | -51.7% | +19.0% | -70.7% | -55.6% |
| 6M | -72.0% | +22.8% | -94.8% | -75.0% |
| YTD | -43.7% | +18.3% | -62.0% | -50.0% |
| 1Y | -55.4% | +21.8% | -77.2% | -61.1% |
| 3Y | -68.0% | +153.8% | -221.9% | -82.3% |
| 5Y | -97.4% | -18.9% | -78.5% | -97.6% |
| All | -42.5% | -17.0% | -25.5% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 10y: compounded portfolio wealth divided by compounded ELAN 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…
10y analysis · Full analysis span regression · 6 months rolling