-68.0%
PLUG vs DAR
+33.7%
-101.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.1% | -11.6% | -11.0% |
| 7D | -23.4% | +11.6% | -35.0% | -27.4% |
| 30D | -23.4% | -10.2% | -13.2% | -19.8% |
| 3M | -51.7% | -14.8% | -36.9% | -48.5% |
| 6M | -72.0% | -10.1% | -61.9% | -71.1% |
| YTD | -43.7% | +55.5% | -99.2% | -56.9% |
| 1Y | -55.4% | +61.7% | -117.1% | -66.7% |
| 3Y | -68.0% | +37.2% | -105.2% | -75.3% |
| All | -68.0% | +33.7% | -101.7% | -75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling