+7.1%
PLUG vs D
+44.7%
-37.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.2% | -7.4% | -7.5% |
| 7D | -4.9% | +6.9% | -11.9% | -7.3% |
| 30D | -27.4% | +12.3% | -39.7% | -30.6% |
| 3M | -35.7% | +3.0% | -38.8% | -36.5% |
| 6M | -59.3% | +12.8% | -72.1% | -61.5% |
| YTD | -31.5% | +22.6% | -54.0% | -37.6% |
| 1Y | -48.9% | +21.7% | -70.5% | -53.2% |
| 3Y | -79.6% | +83.9% | -163.5% | -84.4% |
| 5Y | -96.5% | +14.0% | -110.4% | -96.8% |
| All | +7.1% | +44.7% | -37.6% | -10.8% |
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