-51.1%
DOCS vs PLUG
-96.6%
+45.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.5% | +3.2% | -3.3% |
| 7D | -1.3% | -4.9% | +3.6% | -0.7% |
| 30D | +19.4% | -27.4% | +46.8% | +24.5% |
| 3M | +53.4% | -35.7% | +89.1% | +62.3% |
| 6M | +28.8% | -59.3% | +88.1% | +43.0% |
| YTD | -25.1% | -31.5% | +6.4% | -24.5% |
| 1Y | -48.1% | -48.9% | +0.7% | -45.9% |
| 3Y | +51.4% | -79.6% | +131.0% | +58.0% |
| 5Y | -51.1% | -96.5% | +45.4% | +0.5% |
| All | -51.1% | -96.6% | +45.5% | +0.5% |
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