-91.9%
PLUG vs ESTC
-46.4%
-45.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +4.7% |
| 7D | -0.9% | -8.1% | +7.2% | +2.3% |
| 30D | +3.3% | +31.7% | -28.4% | -9.9% |
| 3M | -39.7% | +41.1% | -80.8% | -49.3% |
| 6M | -12.5% | +77.1% | -89.6% | -35.4% |
| YTD | +10.2% | +21.7% | -11.5% | -4.7% |
| 1Y | +50.7% | +8.4% | +42.3% | +34.0% |
| 3Y | -74.5% | +23.6% | -98.1% | -83.2% |
| All | -91.9% | -46.4% | -45.5% | -91.7% |
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