-40.6%
PLUG vs ESTC
+25.9%
-66.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.0% | -9.5% | -10.0% |
| 7D | -23.4% | +2.4% | -25.9% | -24.2% |
| 30D | -23.4% | -4.2% | -19.2% | -22.0% |
| 3M | -51.7% | +2.5% | -54.2% | -53.2% |
| 6M | -72.0% | +81.5% | -153.5% | -79.6% |
| YTD | -43.7% | +16.8% | -60.5% | -51.1% |
| 1Y | -55.4% | -3.5% | -52.0% | -58.1% |
| 3Y | -68.0% | +17.7% | -85.7% | -77.3% |
| 5Y | -97.4% | -51.7% | -45.7% | -97.4% |
| All | -40.6% | +25.9% | -66.6% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling