-76.8%
PLUG vs ES
+46.3%
-123.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.9% | +10.3% | +9.0% |
| 7D | +5.8% | +1.9% | +4.0% | +4.3% |
| 30D | -18.5% | +7.1% | -25.6% | -22.3% |
| 3M | -30.0% | -1.9% | -28.0% | -29.6% |
| 6M | -56.2% | +4.4% | -60.5% | -58.3% |
| YTD | -26.4% | +7.3% | -33.7% | -32.2% |
| 1Y | -42.2% | +2.1% | -44.4% | -44.7% |
| 3Y | -76.8% | +41.8% | -118.7% | -87.1% |
| All | -76.8% | +46.3% | -123.2% | -87.1% |
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