I am wondering the same thing. It says that the historical data would be stored in the project root directory on the plugin page, but I couldn't find the file in that dir.
On the Jenkins Master Node I was able to find the CSV file in the job's directory. On the used Jenkins slave I also couldn't find it in the workspace (or elsewhere).
It would be helpful if the CSV file could also be found in the workspace of the Jenkins slave, because the CSV file provides more possibilities to further process the data. This would also make it possible to archive the file and make it available to the various users of the Jenkins job.