-96.8%
PLUG vs ELF
+284.1%
-380.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.4% |
| 7D | -2.8% | +6.3% | -9.1% | -4.5% |
| 30D | -18.5% | +8.5% | -26.9% | -20.3% |
| 3M | -35.1% | +24.4% | -59.5% | -39.6% |
| 6M | -56.1% | +94.7% | -150.8% | -65.2% |
| YTD | -30.5% | +55.9% | -86.3% | -41.9% |
| 1Y | -46.5% | +48.4% | -94.9% | -54.6% |
| 3Y | -61.2% | +24.6% | -85.8% | -72.4% |
| All | -96.8% | +284.1% | -380.9% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling