-27.8%
PLUG vs ESTC
+20.3%
-48.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -6.1% | -1.4% | -4.9% |
| 7D | -4.9% | -18.5% | +13.6% | +3.9% |
| 30D | -27.4% | -11.0% | -16.4% | -23.7% |
| 3M | -35.7% | +20.8% | -56.5% | -42.4% |
| 6M | -59.3% | +67.9% | -127.2% | -69.6% |
| YTD | -31.5% | +11.6% | -43.1% | -39.3% |
| 1Y | -48.9% | -3.3% | -45.6% | -52.1% |
| 3Y | -79.6% | +16.4% | -96.0% | -85.8% |
| 5Y | -96.5% | -49.9% | -46.6% | -96.5% |
| All | -27.8% | +20.3% | -48.1% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling