-26.5%
PLUG vs D
+48.0%
-74.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.2% | -10.7% | -10.6% |
| 7D | -23.4% | -1.4% | -22.1% | -23.1% |
| 30D | -23.4% | +7.7% | -31.2% | -25.8% |
| 3M | -51.7% | -0.3% | -51.5% | -51.8% |
| 6M | -72.0% | +10.1% | -82.0% | -73.2% |
| YTD | -43.7% | +19.1% | -62.7% | -48.2% |
| 1Y | -55.4% | +15.9% | -71.3% | -58.6% |
| 3Y | -68.0% | +75.0% | -143.0% | -75.2% |
| 5Y | -97.4% | +13.4% | -110.8% | -97.7% |
| All | -26.5% | +48.0% | -74.5% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling