-76.8%
PLUG vs ELF
+18.9%
-95.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.7% | +1.7% | +5.9% |
| 7D | +5.8% | +4.0% | +1.9% | +4.9% |
| 30D | -18.5% | +10.6% | -29.1% | -20.6% |
| 3M | -30.0% | +25.8% | -55.8% | -34.3% |
| 6M | -56.2% | +89.1% | -145.3% | -63.8% |
| YTD | -26.4% | +52.7% | -79.1% | -36.4% |
| 1Y | -42.2% | +51.7% | -94.0% | -50.2% |
| 3Y | -76.8% | +14.2% | -91.1% | -93.2% |
| All | -76.8% | +18.9% | -95.8% | -93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling