+20.0%
PLUG vs DD
+105.4%
-85.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.9% | -2.4% | -1.0% |
| 7D | +14.5% | +9.8% | +4.7% | +6.7% |
| 30D | -10.7% | +19.3% | -30.1% | -21.8% |
| 3M | -31.2% | +9.4% | -40.6% | -35.6% |
| 6M | -51.9% | +4.8% | -56.7% | -53.7% |
| YTD | -23.9% | +30.2% | -54.1% | -39.0% |
| 1Y | -43.4% | +32.2% | -75.6% | -55.0% |
| 3Y | -74.7% | +93.1% | -167.8% | -85.2% |
| 5Y | -96.3% | +68.0% | -164.3% | -97.6% |
| 10Y | +20.0% | +98.5% | -78.5% | -36.1% |
| All | +20.0% | +105.4% | -85.4% | -36.1% |
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