+55.9%
PLUG vs ETR
+295.2%
-239.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +3.0% | +3.6% |
| 7D | +8.1% | +1.4% | +6.7% | +7.5% |
| 30D | +3.7% | +1.9% | +1.8% | +2.8% |
| 3M | -29.2% | +1.0% | -30.1% | -29.7% |
| 6M | +6.1% | +4.8% | +1.3% | +2.9% |
| YTD | +14.7% | +19.5% | -4.8% | +4.2% |
| 1Y | +56.9% | +28.1% | +28.8% | +38.7% |
| 3Y | -71.6% | +151.1% | -222.8% | -82.2% |
| 5Y | -91.0% | +125.2% | -216.2% | -94.2% |
| 10Y | +55.9% | +291.1% | -235.3% | -7.5% |
| All | +55.9% | +295.2% | -239.3% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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