+1.5%
PLUG vs ESI
+306.3%
-304.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.0% | -8.2% |
| 7D | -2.8% | -6.6% | +3.8% | +1.8% |
| 30D | -18.5% | -9.8% | -8.6% | -12.7% |
| 3M | -35.1% | -11.9% | -23.1% | -29.6% |
| 6M | -56.1% | -25.1% | -31.0% | -47.5% |
| YTD | -30.5% | +31.9% | -62.4% | -45.8% |
| 1Y | -46.5% | +19.2% | -65.7% | -55.1% |
| 3Y | -61.2% | +76.2% | -137.4% | -75.7% |
| 5Y | -96.6% | +39.4% | -136.0% | -97.4% |
| 10Y | +1.5% | +304.9% | -303.4% | -53.4% |
| All | +1.5% | +306.3% | -304.8% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling