-98.6%
PLUG vs D
+748.6%
-847.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.3% | +3.6% |
| 7D | -0.9% | +0.4% | -1.4% | -1.2% |
| 30D | +3.3% | -3.6% | +6.9% | +5.3% |
| 3M | -39.7% | -1.0% | -38.7% | -39.7% |
| 6M | -12.5% | +6.3% | -18.8% | -16.6% |
| YTD | +10.2% | +14.7% | -4.6% | +0.5% |
| 1Y | +50.7% | +16.9% | +33.8% | +36.1% |
| 3Y | -74.5% | +56.8% | -131.3% | -80.6% |
| 5Y | -91.8% | +5.2% | -97.0% | -92.4% |
| 10Y | +43.7% | +35.9% | +7.9% | +5.4% |
| All | -98.6% | +748.6% | -847.3% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling