+65.7%
DIA vs PLUG
-91.8%
+157.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.4% | -0.7% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | -1.5% | +3.3% | -4.9% | -1.8% |
| 3M | +3.8% | -39.7% | +43.5% | +6.2% |
| 6M | +10.3% | -12.5% | +22.8% | +10.2% |
| YTD | +12.1% | +10.2% | +1.9% | +10.2% |
| 1Y | +18.6% | +50.7% | -32.1% | +13.3% |
| 3Y | +60.6% | -74.5% | +135.1% | +62.7% |
| All | +65.7% | -91.8% | +157.5% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling