-18.2%
PLUG vs ELF
+357.7%
-375.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.3% | -4.2% | -6.5% |
| 7D | -4.9% | -2.7% | -2.2% | -4.0% |
| 30D | -27.4% | +6.9% | -34.3% | -28.8% |
| 3M | -35.7% | +27.2% | -62.9% | -40.5% |
| 6M | -59.3% | +84.9% | -144.2% | -67.0% |
| YTD | -31.5% | +44.5% | -75.9% | -41.0% |
| 1Y | -48.9% | -6.8% | -42.1% | -51.0% |
| 3Y | -79.6% | +14.2% | -93.9% | -83.4% |
| 5Y | -96.5% | +250.6% | -347.1% | -98.2% |
| 10Y | -4.9% | +318.0% | -322.9% | -62.4% |
| All | -18.2% | +357.7% | -375.9% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling