-53.4%
PLUG vs ES
+2.2%
-55.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.5% | +4.2% |
| 7D | +2.8% | +5.3% | -2.5% | +4.6% |
| 30D | -22.8% | +8.9% | -31.7% | -20.6% |
| 3M | -32.4% | -1.9% | -30.5% | -33.5% |
| 6M | -53.4% | +3.9% | -57.2% | -53.9% |
| All | -53.4% | +2.2% | -55.5% | -53.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling