-74.6%
PLUG vs ESTC
+25.2%
-99.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +3.6% |
| 7D | -0.9% | -8.1% | +7.2% | +0.5% |
| 30D | +3.3% | +31.7% | -28.4% | -2.5% |
| 3M | -39.7% | +41.1% | -80.8% | -44.0% |
| 6M | -12.5% | +77.1% | -89.6% | -23.0% |
| YTD | +10.2% | +21.7% | -11.5% | +4.5% |
| 1Y | +50.7% | +8.4% | +42.3% | +45.0% |
| All | -74.6% | +25.2% | -99.8% | -77.8% |
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