-26.5%
PLUG vs ET
+160.8%
-187.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.1% | -10.4% | -10.4% |
| 7D | -23.4% | +2.5% | -26.0% | -24.3% |
| 30D | -23.4% | -2.5% | -21.0% | -22.8% |
| 3M | -51.7% | -4.9% | -46.9% | -50.9% |
| 6M | -72.0% | -0.1% | -71.9% | -72.2% |
| YTD | -43.7% | +26.2% | -69.9% | -49.8% |
| 1Y | -55.4% | +25.2% | -80.6% | -60.3% |
| 3Y | -68.0% | +84.2% | -152.2% | -76.6% |
| 5Y | -97.4% | +216.1% | -313.5% | -98.5% |
| All | -26.5% | +160.8% | -187.3% | -56.2% |
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