+20.0%
PLUG vs ES
+82.6%
-62.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.7% |
| 7D | +14.5% | -0.1% | +14.6% | +14.3% |
| 30D | -10.7% | +5.7% | -16.4% | -13.6% |
| 3M | -31.2% | -2.8% | -28.4% | -30.7% |
| 6M | -51.9% | +7.0% | -58.9% | -54.3% |
| YTD | -23.9% | +6.8% | -30.6% | -28.0% |
| 1Y | -43.4% | -0.5% | -42.9% | -44.4% |
| 3Y | -74.7% | +47.2% | -121.9% | -79.8% |
| 5Y | -96.3% | +2.3% | -98.6% | -96.5% |
| 10Y | +20.0% | +85.6% | -65.6% | +12.7% |
| All | +20.0% | +82.6% | -62.6% | +12.7% |
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