+15.1%
PLUG vs DAR
+268.8%
-253.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +8.0% |
| 7D | +5.8% | -9.9% | +15.8% | +13.0% |
| 30D | -18.5% | -16.4% | -2.2% | -9.4% |
| 3M | -30.0% | -17.1% | -12.9% | -22.8% |
| 6M | -56.2% | -20.5% | -35.7% | -50.7% |
| YTD | -26.4% | +39.4% | -65.8% | -43.2% |
| 1Y | -42.2% | +57.2% | -99.5% | -59.0% |
| 3Y | -76.8% | +13.9% | -90.7% | -80.7% |
| 5Y | -96.2% | -40.8% | -55.4% | -95.2% |
| All | +15.1% | +268.8% | -253.7% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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