-98.6%
PLUG vs DAR
+7,350.3%
-7,448.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.0% |
| 7D | -0.9% | +1.4% | -2.3% | -1.2% |
| 30D | +3.3% | +12.8% | -9.5% | +1.1% |
| 3M | -39.7% | +7.4% | -47.1% | -40.5% |
| 6M | -12.5% | +22.3% | -34.8% | -15.5% |
| YTD | +10.2% | +81.1% | -70.9% | 0.0% |
| 1Y | +50.7% | +106.5% | -55.8% | +33.7% |
| 3Y | -74.5% | +5.3% | -79.8% | -75.0% |
| 5Y | -91.8% | -11.5% | -80.2% | -91.7% |
| 10Y | +43.7% | +353.3% | -309.6% | +21.9% |
| All | -98.6% | +7,350.3% | -7,448.9% | -99.0% |
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