+20.0%
PLUG vs D
+42.1%
-22.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +4.0% | +3.6% |
| 7D | +14.5% | +0.8% | +13.7% | +14.1% |
| 30D | -10.7% | +10.7% | -21.4% | -14.3% |
| 3M | -31.2% | +2.3% | -33.5% | -31.9% |
| 6M | -51.9% | +12.5% | -64.4% | -54.4% |
| YTD | -23.9% | +20.1% | -43.9% | -30.1% |
| 1Y | -43.4% | +15.6% | -58.9% | -47.2% |
| 3Y | -74.7% | +75.2% | -149.9% | -80.3% |
| 5Y | -96.3% | +14.6% | -110.9% | -96.7% |
| 10Y | +20.0% | +43.8% | -23.8% | +4.6% |
| All | +20.0% | +42.1% | -22.1% | +4.6% |
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