-96.6%
PLUG vs DAR
-36.3%
-60.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.8% | -7.2% | -7.9% |
| 7D | -3.2% | -3.8% | +0.6% | -0.8% |
| 30D | -18.7% | -14.4% | -4.3% | -11.1% |
| 3M | -35.3% | -17.9% | -17.4% | -28.1% |
| 6M | -56.2% | -18.3% | -38.0% | -51.7% |
| YTD | -30.7% | +43.2% | -74.0% | -47.5% |
| 1Y | -46.7% | +57.7% | -104.4% | -62.3% |
| 3Y | -61.3% | +22.7% | -84.1% | -69.5% |
| 5Y | -96.6% | -34.0% | -62.6% | -95.9% |
| All | -96.6% | -36.3% | -60.3% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling