-99.1%
PLUG vs D
+799.0%
-898.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +1.3% |
| 7D | +2.8% | +8.5% | -5.7% | -1.6% |
| 30D | -22.8% | +14.3% | -37.1% | -28.2% |
| 3M | -32.4% | +1.8% | -34.2% | -33.2% |
| 6M | -53.4% | +13.0% | -66.4% | -56.9% |
| YTD | -25.9% | +22.7% | -48.6% | -34.9% |
| 1Y | -42.1% | +22.6% | -64.7% | -49.1% |
| 3Y | -77.9% | +84.2% | -162.2% | -84.7% |
| 5Y | -96.4% | +15.8% | -112.2% | -96.8% |
| 10Y | +2.8% | +45.8% | -43.0% | -27.6% |
| All | -99.1% | +799.0% | -898.1% | -99.7% |
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