-96.0%
PLUG vs ET
+1,435.0%
-1,531.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.6% | +2.7% |
| 7D | -0.9% | +0.9% | -1.8% | -1.3% |
| 30D | +3.3% | +7.5% | -4.1% | -0.3% |
| 3M | -39.7% | +11.4% | -51.1% | -42.9% |
| 6M | -12.5% | +18.5% | -31.0% | -19.7% |
| YTD | +10.2% | +37.4% | -27.2% | -5.6% |
| 1Y | +50.7% | +30.9% | +19.8% | +31.3% |
| 3Y | -74.5% | +98.7% | -173.2% | -82.0% |
| 5Y | -91.8% | +230.7% | -322.5% | -95.4% |
| 10Y | +43.7% | +175.6% | -131.9% | -22.7% |
| All | -96.0% | +1,435.0% | -1,531.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling