-26.5%
PLUG vs ES
+98.2%
-124.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.8% | -11.3% | -10.9% |
| 7D | -23.4% | +2.7% | -26.2% | -24.5% |
| 30D | -23.4% | +7.6% | -31.0% | -26.6% |
| 3M | -51.7% | +0.5% | -52.2% | -52.2% |
| 6M | -72.0% | +7.6% | -79.6% | -73.5% |
| YTD | -43.7% | +10.2% | -53.9% | -47.6% |
| 1Y | -55.4% | +1.8% | -57.3% | -56.7% |
| 3Y | -68.0% | +55.4% | -123.4% | -75.2% |
| 5Y | -97.4% | +7.3% | -104.7% | -97.6% |
| All | -26.5% | +98.2% | -124.7% | -37.0% |
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