+235.9%
DIA vs PLUG
+9.6%
+226.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.7% | +8.4% | +0.2% |
| 7D | +0.9% | -2.8% | +3.7% | +1.0% |
| 30D | +1.1% | -18.5% | +19.6% | +2.3% |
| 3M | -2.9% | -35.1% | +32.2% | -0.5% |
| 6M | +5.9% | -56.1% | +62.0% | +10.5% |
| YTD | +9.8% | -30.5% | +40.2% | +10.4% |
| 1Y | +11.7% | -46.5% | +58.2% | +13.9% |
| 3Y | +59.5% | -61.2% | +120.7% | +54.5% |
| 5Y | +57.5% | -96.6% | +154.1% | +74.7% |
| 10Y | +235.9% | +1.5% | +234.4% | +173.8% |
| All | +235.9% | +9.6% | +226.3% | +173.8% |
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