+159.2%
DUK vs PLUG
-16.2%
+175.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.8% | +8.7% | 0.0% |
| 7D | -1.1% | -8.1% | +7.0% | -1.0% |
| 30D | +8.8% | -20.5% | +29.3% | +9.2% |
| 3M | +5.0% | -45.9% | +50.9% | +6.0% |
| 6M | +4.6% | -65.2% | +69.8% | +6.3% |
| YTD | +12.6% | -37.1% | +49.6% | +12.8% |
| 1Y | +7.4% | -54.6% | +62.0% | +8.2% |
| 3Y | +63.1% | -64.9% | +128.0% | +61.4% |
| 5Y | +54.6% | -97.1% | +151.7% | +60.9% |
| All | +159.2% | -16.2% | +175.4% | +121.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling