-6.2%
DOW vs PLUG
-37.8%
+31.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.8% | -1.8% |
| 7D | -9.4% | +14.5% | -23.9% | -10.9% |
| 30D | +8.9% | -10.7% | +19.7% | +10.0% |
| 3M | +6.7% | -31.2% | +37.9% | +10.5% |
| 6M | -14.2% | -51.9% | +37.7% | -8.4% |
| YTD | +36.9% | -23.9% | +60.8% | +36.5% |
| 1Y | +45.8% | -43.4% | +89.1% | +49.7% |
| 3Y | -23.9% | -74.7% | +50.8% | -25.0% |
| 5Y | -30.8% | -96.3% | +65.5% | -15.8% |
| All | -6.2% | -37.8% | +31.5% | -57.2% |
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 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