-96.5%
PLUG vs ESTC
-48.9%
-47.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +6.5% |
| 7D | +5.8% | -11.5% | +17.4% | +11.3% |
| 30D | -18.5% | -7.5% | -11.0% | -16.0% |
| 3M | -30.0% | +23.1% | -53.0% | -37.2% |
| 6M | -56.2% | +75.3% | -131.5% | -67.1% |
| YTD | -26.4% | +14.1% | -40.5% | -34.5% |
| 1Y | -42.2% | -0.6% | -41.7% | -45.9% |
| 3Y | -76.8% | +20.8% | -97.7% | -84.4% |
| All | -96.5% | -48.9% | -47.5% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling