-13.9%
DT vs PLUG
-63.0%
+49.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.7% | +7.6% | -1.0% |
| 7D | -7.5% | -2.8% | -4.7% | -7.5% |
| 30D | -31.5% | -18.5% | -13.1% | -31.3% |
| 3M | -14.0% | -35.1% | +21.1% | -13.6% |
| 6M | +6.9% | -56.1% | +62.9% | +7.7% |
| YTD | +0.3% | -30.5% | +30.8% | -0.4% |
| 1Y | -6.9% | -46.5% | +39.6% | -7.2% |
| 3Y | -13.9% | -61.2% | +47.3% | -16.2% |
| All | -13.9% | -63.0% | +49.1% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling