-76.8%
PLUG vs ETR
+146.5%
-223.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.3% |
| 7D | +5.8% | +0.4% | +5.4% | +5.7% |
| 30D | -18.5% | +7.5% | -26.1% | -20.6% |
| 3M | -30.0% | +4.4% | -34.4% | -31.0% |
| 6M | -56.2% | -1.5% | -54.6% | -56.1% |
| YTD | -26.4% | +21.8% | -48.2% | -32.9% |
| 1Y | -42.2% | +18.4% | -60.6% | -46.6% |
| 3Y | -76.8% | +148.5% | -225.4% | -90.1% |
| All | -76.8% | +146.5% | -223.3% | -90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling