+43.7%
PLUG vs D
+35.0%
+8.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.3% | +3.0% |
| 7D | -0.9% | +1.5% | -2.4% | -1.5% |
| 30D | +3.3% | -2.6% | +5.9% | +4.3% |
| 3M | -39.7% | 0.0% | -39.7% | -39.9% |
| 6M | -12.5% | +7.4% | -19.9% | -15.7% |
| YTD | +10.2% | +15.9% | -5.7% | +2.6% |
| 1Y | +50.7% | +18.1% | +32.6% | +39.4% |
| 3Y | -74.5% | +58.4% | -132.9% | -79.4% |
| 5Y | -91.8% | +5.2% | -97.0% | -92.4% |
| All | +43.7% | +35.0% | +8.7% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling