+9.3%
PLUG vs ELAN
-29.1%
+38.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.2% | -1.4% |
| 7D | 0.0% | -6.4% | +6.4% | +3.0% |
| 30D | -5.0% | +0.6% | -5.5% | -5.4% |
| 3M | -26.2% | 0.0% | -26.2% | -27.1% |
| 6M | -0.5% | -3.4% | +3.0% | -2.4% |
| YTD | +7.1% | +1.0% | +6.1% | +2.4% |
| 1Y | +46.5% | +24.7% | +21.8% | +25.9% |
| 3Y | -73.5% | +97.2% | -170.7% | -83.7% |
| 5Y | -91.3% | -31.5% | -59.8% | -91.1% |
| All | +9.3% | -29.1% | +38.4% | -3.6% |
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