-99.2%
PLUG vs DAR
+5,694.3%
-5,793.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.1% | -4.5% | -7.1% |
| 7D | -4.9% | -8.1% | +3.1% | -3.7% |
| 30D | -27.4% | -17.1% | -10.3% | -25.3% |
| 3M | -35.7% | -12.3% | -23.4% | -34.6% |
| 6M | -59.3% | -21.8% | -37.5% | -57.9% |
| YTD | -31.5% | +40.8% | -72.3% | -35.4% |
| 1Y | -48.9% | +57.4% | -106.2% | -52.6% |
| 3Y | -79.6% | +12.1% | -91.7% | -80.1% |
| 5Y | -96.5% | -40.2% | -56.3% | -96.2% |
| 10Y | -4.9% | +280.1% | -285.0% | -16.8% |
| All | -99.2% | +5,694.3% | -5,793.4% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling