+20.0%
PLUG vs ETR
+356.9%
-336.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.9% |
| 7D | +14.5% | +1.7% | +12.8% | +13.7% |
| 30D | -10.7% | +8.7% | -19.5% | -14.1% |
| 3M | -31.2% | +4.9% | -36.1% | -32.7% |
| 6M | -51.9% | +0.8% | -52.7% | -52.3% |
| YTD | -23.9% | +23.1% | -47.0% | -31.8% |
| 1Y | -43.4% | +17.9% | -61.3% | -48.2% |
| 3Y | -74.7% | +154.5% | -229.2% | -84.3% |
| 5Y | -96.3% | +160.3% | -256.6% | -97.7% |
| 10Y | +20.0% | +366.9% | -346.9% | -32.6% |
| All | +20.0% | +356.9% | -336.9% | -32.6% |
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