-17.9%
PLUG vs DD
+98.3%
-116.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.6% | -8.2% | -8.4% |
| 7D | -8.1% | +6.7% | -14.9% | -12.6% |
| 30D | -20.5% | +19.4% | -39.9% | -30.5% |
| 3M | -45.9% | +7.6% | -53.5% | -48.7% |
| 6M | -65.2% | +2.9% | -68.1% | -66.0% |
| YTD | -37.1% | +29.9% | -66.9% | -49.5% |
| 1Y | -54.6% | +28.6% | -83.2% | -63.1% |
| 3Y | -64.9% | +90.0% | -154.9% | -79.1% |
| 5Y | -97.1% | +68.1% | -165.3% | -98.1% |
| All | -17.9% | +98.3% | -116.2% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling