+49.1%
DUK vs PLUG
-72.4%
+121.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.8% |
| 7D | +0.7% | +8.1% | -7.4% | +0.7% |
| 30D | -2.0% | +3.7% | -5.7% | -2.0% |
| 3M | +0.2% | -29.2% | +29.4% | +0.3% |
| 6M | -6.9% | +6.1% | -13.0% | -7.0% |
| YTD | +6.1% | +14.7% | -8.6% | +5.9% |
| 1Y | +4.4% | +56.9% | -52.5% | +3.7% |
| 3Y | +49.1% | -71.6% | +120.7% | +57.5% |
| All | +49.1% | -72.4% | +121.6% | +57.5% |
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