-91.9%
PLUG vs ELF
+259.0%
-350.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.2% |
| 7D | -0.9% | +5.4% | -6.3% | -2.5% |
| 30D | +3.3% | +27.0% | -23.6% | -4.3% |
| 3M | -39.7% | +113.2% | -152.9% | -53.3% |
| 6M | -12.5% | +36.6% | -49.1% | -22.8% |
| YTD | +10.2% | +44.2% | -34.1% | -5.5% |
| 1Y | +50.7% | -18.0% | +68.7% | +51.4% |
| 3Y | -74.5% | -19.9% | -54.6% | -77.8% |
| All | -91.9% | +259.0% | -350.9% | -97.8% |
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 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