+235.3%
DIA vs PLUG
-16.6%
+251.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.2% | +8.8% | +0.2% |
| 7D | +1.6% | -8.5% | +10.1% | +2.1% |
| 30D | +1.2% | -20.8% | +22.1% | +2.5% |
| 3M | -2.4% | -46.1% | +43.7% | +1.1% |
| 6M | +5.7% | -65.3% | +71.0% | +11.9% |
| YTD | +9.9% | -37.3% | +47.2% | +11.2% |
| 1Y | +9.8% | -54.8% | +64.6% | +13.1% |
| 3Y | +59.8% | -65.0% | +124.8% | +55.7% |
| 5Y | +57.7% | -97.1% | +154.8% | +76.8% |
| All | +235.3% | -16.6% | +251.8% | +174.8% |
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