-26.7%
DT vs PLUG
-91.8%
+65.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.5% | -1.9% |
| 7D | -3.3% | -0.9% | -2.4% | -3.2% |
| 30D | +2.0% | +3.3% | -1.3% | +1.6% |
| 3M | +20.0% | -39.7% | +59.7% | +25.6% |
| 6M | +39.3% | -12.5% | +51.8% | +37.9% |
| YTD | +19.8% | +10.2% | +9.6% | +14.4% |
| 1Y | +4.3% | +50.7% | -46.4% | -6.9% |
| 3Y | +7.7% | -74.5% | +82.2% | +13.0% |
| All | -26.7% | -91.8% | +65.1% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling