-17.9%
PLUG vs ETR
+379.5%
-397.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -8.8% |
| 7D | -8.1% | +1.5% | -9.6% | -8.7% |
| 30D | -20.5% | +6.6% | -27.1% | -22.8% |
| 3M | -45.9% | +4.4% | -50.3% | -47.0% |
| 6M | -65.2% | -0.3% | -64.9% | -65.3% |
| YTD | -37.1% | +23.3% | -60.4% | -43.7% |
| 1Y | -54.6% | +18.9% | -73.4% | -58.6% |
| 3Y | -64.9% | +155.5% | -220.3% | -78.3% |
| 5Y | -97.1% | +159.9% | -257.0% | -98.2% |
| All | -17.9% | +379.5% | -397.3% | -56.9% |
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