+57.5%
DIA vs PLUG
-78.4%
+135.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.4% | -7.8% | -0.6% |
| 7D | -0.9% | +5.8% | -6.8% | -1.1% |
| 30D | +0.3% | -18.5% | +18.8% | +0.9% |
| 3M | -4.5% | -30.0% | +25.4% | -3.5% |
| 6M | +3.4% | -56.2% | +59.5% | +5.7% |
| YTD | +7.8% | -26.4% | +34.2% | +8.0% |
| 1Y | +10.7% | -42.2% | +53.0% | +11.6% |
| 3Y | +57.5% | -76.8% | +134.4% | +55.4% |
| All | +57.5% | -78.4% | +135.9% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling