-74.6%
PLUG vs ES
+29.7%
-104.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.2% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | +3.3% | -2.0% | +5.3% | +4.4% |
| 3M | -39.7% | +1.7% | -41.4% | -41.2% |
| 6M | -12.5% | -3.5% | -9.0% | -11.8% |
| YTD | +10.2% | +7.9% | +2.2% | +1.3% |
| 1Y | +50.7% | +17.2% | +33.5% | +29.8% |
| All | -74.6% | +29.7% | -104.3% | -83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling