+240.9%
DIA vs PLUG
+25.0%
+215.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.3% | +2.0% |
| 7D | +0.8% | +14.5% | -13.7% | -0.1% |
| 30D | +1.4% | -10.7% | +12.1% | +2.0% |
| 3M | -2.7% | -31.2% | +28.5% | -0.7% |
| 6M | +6.2% | -51.9% | +58.1% | +10.3% |
| YTD | +10.1% | -23.9% | +34.0% | +10.2% |
| 1Y | +13.0% | -43.4% | +56.4% | +14.9% |
| 3Y | +61.9% | -74.7% | +136.6% | +60.7% |
| 5Y | +57.1% | -96.3% | +153.4% | +73.4% |
| 10Y | +240.9% | +20.0% | +220.9% | +175.7% |
| All | +240.9% | +25.0% | +215.9% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling