-12.8%
DT vs PLUG
-66.9%
+54.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.5% | +10.3% | -0.1% |
| 7D | +3.1% | -23.4% | +26.6% | +3.4% |
| 30D | -29.5% | -23.4% | -6.1% | -29.3% |
| 3M | -11.7% | -51.7% | +40.0% | -11.0% |
| 6M | +29.0% | -72.0% | +101.0% | +31.1% |
| YTD | +3.4% | -43.7% | +47.0% | +2.8% |
| 1Y | -4.2% | -55.4% | +51.2% | -4.3% |
| 3Y | -12.8% | -68.0% | +55.2% | -15.1% |
| All | -12.8% | -66.9% | +54.0% | -15.1% |
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 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