+43.7%
PLUG vs ES
+84.4%
-40.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | +3.3% | -2.0% | +5.3% | +4.2% |
| 3M | -39.7% | +1.7% | -41.4% | -40.8% |
| 6M | -12.5% | -3.5% | -9.0% | -12.0% |
| YTD | +10.2% | +7.9% | +2.2% | +4.1% |
| 1Y | +50.7% | +17.2% | +33.5% | +36.7% |
| 3Y | -74.5% | +29.3% | -103.8% | -78.3% |
| 5Y | -91.8% | -5.7% | -86.0% | -92.0% |
| All | +43.7% | +84.4% | -40.7% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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