-96.5%
PLUG vs ELF
+266.1%
-362.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.7% | +1.7% | +5.6% |
| 7D | +5.8% | +4.0% | +1.9% | +4.7% |
| 30D | -18.5% | +10.6% | -29.1% | -21.0% |
| 3M | -30.0% | +25.8% | -55.8% | -35.1% |
| 6M | -56.2% | +89.1% | -145.3% | -65.0% |
| YTD | -26.4% | +52.7% | -79.1% | -38.2% |
| 1Y | -42.2% | +51.7% | -94.0% | -51.6% |
| 3Y | -76.8% | +14.2% | -91.1% | -82.7% |
| All | -96.5% | +266.1% | -362.6% | -99.1% |
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