-31.2%
DIS vs PLUG
-96.6%
+65.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.5% | +6.1% | -0.9% |
| 7D | +5.7% | -4.9% | +10.6% | +6.1% |
| 30D | +12.7% | -27.4% | +40.1% | +15.3% |
| 3M | +15.2% | -35.7% | +50.9% | +18.8% |
| 6M | +17.6% | -59.3% | +76.9% | +24.9% |
| YTD | +3.8% | -31.5% | +35.3% | +4.2% |
| 1Y | +6.8% | -48.9% | +55.7% | +9.6% |
| 3Y | +42.1% | -79.6% | +121.7% | +45.8% |
| 5Y | -31.2% | -96.5% | +65.3% | -17.2% |
| All | -31.2% | -96.6% | +65.4% | -17.2% |
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