-4.9%
DOW vs PLUG
-39.8%
+35.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.4% | -9.2% | -2.6% |
| 7D | -9.5% | +5.8% | -15.3% | -10.2% |
| 30D | +13.1% | -18.5% | +31.6% | +15.3% |
| 3M | +4.8% | -30.0% | +34.8% | +8.3% |
| 6M | -16.7% | -56.2% | +39.5% | -10.1% |
| YTD | +38.9% | -26.4% | +65.3% | +38.9% |
| 1Y | +48.3% | -42.2% | +90.5% | +51.9% |
| 3Y | -24.4% | -76.8% | +52.5% | -24.6% |
| 5Y | -29.2% | -96.2% | +67.0% | -14.4% |
| All | -4.9% | -39.8% | +35.0% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling