-7.5%
PLUG vs ETR
+374.5%
-382.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | -16.0% | +7.7% | -23.7% | -18.8% |
| 3M | -38.7% | +5.7% | -44.5% | -40.3% |
| 6M | -61.4% | -0.3% | -61.1% | -61.5% |
| YTD | -31.0% | +23.4% | -54.3% | -38.2% |
| 1Y | -46.2% | +18.5% | -64.7% | -51.0% |
| 3Y | -61.5% | +155.6% | -217.0% | -76.2% |
| 5Y | -96.9% | +158.7% | -255.6% | -98.1% |
| 10Y | -7.5% | +377.8% | -385.3% | -52.1% |
| All | -7.5% | +374.5% | -382.0% | -52.1% |
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