-10.8%
DOW vs PLUG
-10.0%
-0.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.9% | -3.3% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | +0.4% | +3.3% | -3.0% | -0.2% |
| 3M | -14.4% | -39.7% | +25.3% | -10.0% |
| 6M | -7.0% | -12.5% | +5.5% | -7.3% |
| YTD | +30.2% | +10.2% | +20.0% | +25.2% |
| 1Y | +29.2% | +50.7% | -21.5% | +16.6% |
| 3Y | -36.7% | -74.5% | +37.8% | -36.9% |
| 5Y | -37.7% | -91.8% | +54.1% | -32.6% |
| All | -10.8% | -10.0% | -0.9% | -60.8% |
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