-96.3%
PLUG vs ESTC
-48.1%
-48.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.9% | -1.4% | +1.5% |
| 7D | +14.5% | -1.2% | +15.7% | +15.2% |
| 30D | -10.7% | -8.1% | -2.6% | -7.6% |
| 3M | -31.2% | +20.2% | -51.4% | -37.6% |
| 6M | -51.9% | +72.7% | -124.7% | -63.6% |
| YTD | -23.9% | +19.6% | -43.5% | -33.6% |
| 1Y | -43.4% | +0.3% | -43.7% | -47.1% |
| 3Y | -74.7% | +22.8% | -97.5% | -83.0% |
| 5Y | -96.3% | -50.9% | -45.4% | -96.5% |
| All | -96.3% | -48.1% | -48.2% | -96.5% |
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