-78.4%
PLUG vs ESTC
+15.4%
-93.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -6.1% | -1.4% | -6.4% |
| 7D | -4.9% | -18.5% | +13.6% | -1.2% |
| 30D | -27.4% | -11.0% | -16.4% | -25.8% |
| 3M | -35.7% | +20.8% | -56.5% | -38.4% |
| 6M | -59.3% | +67.9% | -127.2% | -63.8% |
| YTD | -31.5% | +11.6% | -43.1% | -33.9% |
| 1Y | -48.9% | -3.3% | -45.6% | -49.4% |
| All | -78.4% | +15.4% | -93.9% | -82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling