-17.9%
PLUG vs DAR
+307.1%
-324.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.2% | -11.0% | -10.2% |
| 7D | -8.1% | +9.2% | -17.3% | -13.4% |
| 30D | -20.5% | -12.3% | -8.2% | -14.1% |
| 3M | -45.9% | -12.7% | -33.1% | -42.1% |
| 6M | -65.2% | -12.8% | -52.4% | -63.2% |
| YTD | -37.1% | +53.8% | -90.8% | -54.5% |
| 1Y | -54.6% | +60.3% | -114.9% | -68.2% |
| 3Y | -64.9% | +31.7% | -96.6% | -73.7% |
| 5Y | -97.1% | -27.7% | -69.4% | -96.8% |
| All | -17.9% | +307.1% | -324.9% | -68.5% |
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