+58.4%
PLUG vs ET
+166.1%
-107.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.3% |
| 7D | +3.8% | +0.6% | +3.2% | +3.5% |
| 30D | +2.8% | +5.3% | -2.5% | +0.4% |
| 3M | -25.4% | +15.6% | -41.1% | -30.4% |
| 6M | -0.5% | +20.6% | -21.1% | -8.9% |
| YTD | +10.2% | +38.5% | -28.4% | -5.1% |
| 1Y | +53.9% | +35.7% | +18.2% | +33.0% |
| 3Y | -72.7% | +98.4% | -171.1% | -80.5% |
| 5Y | -91.4% | +245.3% | -336.7% | -95.1% |
| 10Y | +58.4% | +173.7% | -115.4% | +2.4% |
| All | +58.4% | +166.1% | -107.7% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling