-78.4%
PLUG vs ES
+50.7%
-129.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +2.1% | -9.6% | -8.7% |
| 7D | -4.9% | +5.9% | -10.9% | -8.2% |
| 30D | -27.4% | +10.2% | -37.6% | -31.7% |
| 3M | -35.7% | +0.4% | -36.1% | -36.1% |
| 6M | -59.3% | +6.9% | -66.2% | -61.7% |
| YTD | -31.5% | +10.5% | -42.0% | -37.8% |
| 1Y | -48.9% | +3.2% | -52.1% | -51.0% |
| All | -78.4% | +50.7% | -129.1% | -88.2% |
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