+15.1%
PLUG vs ELF
+337.1%
-322.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.7% | +1.7% | +5.7% |
| 7D | +5.8% | +4.0% | +1.9% | +4.8% |
| 30D | -18.5% | +10.6% | -29.1% | -20.9% |
| 3M | -30.0% | +25.8% | -55.8% | -34.9% |
| 6M | -56.2% | +89.1% | -145.3% | -64.7% |
| YTD | -26.4% | +52.7% | -79.1% | -37.7% |
| 1Y | -42.2% | +51.7% | -94.0% | -51.2% |
| 3Y | -76.8% | +14.2% | -91.1% | -81.1% |
| 5Y | -96.2% | +270.7% | -366.9% | -98.1% |
| All | +15.1% | +337.1% | -322.0% | -54.6% |
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