+53.3%
DIA vs PLUG
-96.4%
+149.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.4% | -7.8% | -0.8% |
| 7D | -0.9% | +5.8% | -6.8% | -1.3% |
| 30D | +0.3% | -18.5% | +18.8% | +1.2% |
| 3M | -4.5% | -30.0% | +25.4% | -2.9% |
| 6M | +3.4% | -56.2% | +59.5% | +7.2% |
| YTD | +7.8% | -26.4% | +34.2% | +8.0% |
| 1Y | +10.7% | -42.2% | +53.0% | +12.2% |
| 3Y | +57.5% | -76.8% | +134.4% | +58.7% |
| All | +53.3% | -96.4% | +149.7% | +76.3% |
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