+12.4%
PLUG vs ELAN
-24.0%
+36.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -0.9% | +1.6% | -2.5% | -1.7% |
| 30D | +3.3% | -6.6% | +9.9% | +5.8% |
| 3M | -39.7% | -0.8% | -38.9% | -40.3% |
| 6M | -12.5% | +0.2% | -12.7% | -15.4% |
| YTD | +10.2% | +8.3% | +1.9% | +2.1% |
| 1Y | +50.7% | +40.2% | +10.5% | +22.4% |
| 3Y | -74.5% | +97.7% | -172.2% | -84.2% |
| 5Y | -91.8% | -28.3% | -63.5% | -91.8% |
| All | +12.4% | -24.0% | +36.5% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling