-99.2%
PLUG vs ES
+748.1%
-847.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +2.1% | -9.6% | -8.7% |
| 7D | -4.9% | +5.9% | -10.9% | -8.3% |
| 30D | -27.4% | +10.2% | -37.6% | -31.8% |
| 3M | -35.7% | +0.4% | -36.1% | -36.2% |
| 6M | -59.3% | +6.9% | -66.2% | -61.5% |
| YTD | -31.5% | +10.5% | -42.0% | -36.9% |
| 1Y | -48.9% | +3.2% | -52.1% | -50.9% |
| 3Y | -79.6% | +49.0% | -128.7% | -84.4% |
| 5Y | -96.5% | +4.5% | -100.9% | -96.7% |
| 10Y | -4.9% | +92.3% | -97.2% | -43.8% |
| All | -99.2% | +748.1% | -847.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling