-54.8%
PLUG vs ESTC
-6.1%
-48.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.0% | -11.2% | -9.5% |
| 7D | -8.5% | +5.8% | -14.3% | -9.2% |
| 30D | -20.8% | -5.6% | -15.3% | -20.2% |
| 3M | -46.1% | +15.4% | -61.5% | -46.8% |
| 6M | -65.3% | +77.8% | -143.1% | -67.3% |
| YTD | -37.3% | +18.1% | -55.4% | -38.5% |
| 1Y | -54.8% | -3.7% | -51.1% | -55.1% |
| All | -54.8% | -6.1% | -48.6% | -55.1% |
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