+1.1%
PLUG vs ELF
+357.0%
-355.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.7% | -8.3% | -8.8% |
| 7D | -3.2% | +6.3% | -9.5% | -4.8% |
| 30D | -18.7% | +8.5% | -27.2% | -20.6% |
| 3M | -35.3% | +24.4% | -59.7% | -39.6% |
| 6M | -56.2% | +94.7% | -151.0% | -65.0% |
| YTD | -30.7% | +55.9% | -86.6% | -41.7% |
| 1Y | -46.7% | +48.4% | -95.1% | -54.5% |
| 3Y | -61.3% | +24.6% | -86.0% | -69.6% |
| 5Y | -96.6% | +285.0% | -381.6% | -98.3% |
| 10Y | +1.1% | +357.2% | -356.1% | -60.5% |
| All | +1.1% | +357.0% | -355.9% | -60.5% |
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