+15.1%
PLUG vs ES
+85.7%
-70.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.9% | +10.3% | +8.8% |
| 7D | +5.8% | +1.9% | +4.0% | +4.6% |
| 30D | -18.5% | +7.1% | -25.6% | -21.7% |
| 3M | -30.0% | -1.9% | -28.0% | -29.7% |
| 6M | -56.2% | +4.4% | -60.5% | -57.8% |
| YTD | -26.4% | +7.3% | -33.7% | -30.6% |
| 1Y | -42.2% | +2.1% | -44.4% | -43.9% |
| 3Y | -76.8% | +41.8% | -118.7% | -81.2% |
| 5Y | -96.2% | +1.4% | -97.7% | -96.4% |
| All | +15.1% | +85.7% | -70.6% | +4.6% |
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