+235.7%
DIA vs PLUG
-25.0%
+260.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.5% | +10.6% | +0.8% |
| 7D | +2.1% | -23.4% | +25.6% | +3.7% |
| 30D | +1.5% | -23.4% | +24.9% | +3.0% |
| 3M | -2.4% | -51.7% | +49.3% | +1.7% |
| 6M | +6.0% | -72.0% | +77.9% | +13.7% |
| YTD | +10.1% | -43.7% | +53.7% | +12.1% |
| 1Y | +11.8% | -55.4% | +67.2% | +15.3% |
| 3Y | +59.7% | -68.0% | +127.7% | +56.4% |
| 5Y | +57.9% | -97.4% | +155.3% | +78.2% |
| All | +235.7% | -25.0% | +260.7% | +176.9% |
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