-7.8%
PLUG vs ELF
+335.0%
-342.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -7.2% | +4.3% | -11.4% | -8.2% |
| 30D | -16.4% | +7.7% | -24.1% | -18.0% |
| 3M | -39.0% | +24.7% | -63.7% | -43.1% |
| 6M | -61.5% | +114.6% | -176.1% | -70.0% |
| YTD | -31.2% | +55.8% | -87.0% | -42.1% |
| 1Y | -46.4% | +51.9% | -98.4% | -54.6% |
| 3Y | -61.6% | +24.6% | -86.2% | -69.8% |
| 5Y | -96.9% | +279.2% | -376.1% | -98.4% |
| 10Y | -7.8% | +338.7% | -346.6% | -64.1% |
| All | -7.8% | +335.0% | -342.9% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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