-42.1%
PLUG vs DD
+49.3%
-91.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.7% |
| 7D | +2.8% | +8.7% | -5.9% | -2.7% |
| 30D | -22.8% | +15.3% | -38.1% | -29.6% |
| 3M | -32.4% | +5.9% | -38.3% | -35.1% |
| 6M | -53.4% | +11.6% | -64.9% | -56.3% |
| YTD | -25.9% | +26.5% | -52.4% | -45.6% |
| 1Y | -42.1% | +35.4% | -77.5% | -62.3% |
| All | -42.1% | +49.3% | -91.4% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling