-42.1%
PLUG vs ESTC
+1.6%
-43.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.6% |
| 7D | +2.8% | -15.9% | +18.7% | +4.7% |
| 30D | -22.8% | -5.5% | -17.2% | -22.2% |
| 3M | -32.4% | +26.2% | -58.6% | -33.9% |
| 6M | -53.4% | +77.0% | -130.4% | -55.9% |
| YTD | -25.9% | +18.9% | -44.8% | -27.2% |
| 1Y | -42.1% | +1.3% | -43.4% | -43.1% |
| All | -42.1% | +1.6% | -43.6% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling