-26.5%
PLUG vs ELF
+332.6%
-359.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.9% | -14.4% | -11.7% |
| 7D | -23.4% | +1.6% | -25.0% | -23.8% |
| 30D | -23.4% | +9.1% | -32.6% | -25.3% |
| 3M | -51.7% | +28.2% | -79.9% | -55.4% |
| 6M | -72.0% | +119.5% | -191.5% | -78.3% |
| YTD | -43.7% | +55.2% | -98.8% | -52.5% |
| 1Y | -55.4% | +58.6% | -114.0% | -62.8% |
| 3Y | -68.0% | +21.3% | -89.3% | -74.6% |
| 5Y | -97.4% | +276.2% | -373.6% | -98.7% |
| All | -26.5% | +332.6% | -359.1% | -71.8% |
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