-4.6%
DOW vs PLUG
-43.2%
+38.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.7% | +10.3% | +2.6% |
| 7D | -6.8% | -2.8% | -4.0% | -6.7% |
| 30D | +10.8% | -18.5% | +29.2% | +12.9% |
| 3M | +4.1% | -35.1% | +39.2% | +8.5% |
| 6M | -12.7% | -56.1% | +43.3% | -6.0% |
| YTD | +39.2% | -30.5% | +69.7% | +40.0% |
| 1Y | +49.5% | -46.5% | +96.0% | +54.3% |
| 3Y | -24.4% | -61.2% | +36.8% | -28.7% |
| 5Y | -29.6% | -96.6% | +67.0% | -13.7% |
| All | -4.6% | -43.2% | +38.5% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling