-52.3%
DOCS vs PLUG
-96.5%
+44.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +5.9% |
| 7D | +1.2% | +2.8% | -1.6% | +0.8% |
| 30D | +21.3% | -22.8% | +44.1% | +25.4% |
| 3M | +58.4% | -32.4% | +90.8% | +66.5% |
| 6M | +39.3% | -53.4% | +92.6% | +51.9% |
| YTD | -21.7% | -25.9% | +4.2% | -22.0% |
| 1Y | -47.3% | -42.1% | -5.3% | -46.0% |
| 3Y | +58.2% | -77.9% | +136.1% | +63.3% |
| 5Y | -52.3% | -96.4% | +44.1% | +0.4% |
| All | -52.3% | -96.5% | +44.2% | +0.4% |
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 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