+20.0%
PLUG vs DAR
+288.2%
-268.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.2% | +0.5% |
| 7D | +14.5% | -2.8% | +17.3% | +16.5% |
| 30D | -10.7% | -12.8% | +2.1% | -3.2% |
| 3M | -31.2% | -11.6% | -19.6% | -27.1% |
| 6M | -51.9% | -16.8% | -35.1% | -47.5% |
| YTD | -23.9% | +45.9% | -69.8% | -42.9% |
| 1Y | -43.4% | +61.5% | -104.9% | -60.5% |
| 3Y | -74.7% | +23.0% | -97.7% | -80.0% |
| 5Y | -96.3% | -35.8% | -60.5% | -95.5% |
| 10Y | +20.0% | +280.4% | -260.4% | -50.9% |
| All | +20.0% | +288.2% | -268.2% | -50.9% |
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