-7.5%
PLUG vs DD
+99.0%
-106.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.1% |
| 7D | -6.8% | +3.2% | -10.1% | -9.1% |
| 30D | -16.0% | +20.3% | -36.3% | -27.0% |
| 3M | -38.7% | +8.2% | -46.9% | -42.2% |
| 6M | -61.4% | +3.4% | -64.8% | -62.5% |
| YTD | -31.0% | +30.6% | -61.6% | -44.8% |
| 1Y | -46.2% | +30.6% | -76.9% | -56.9% |
| 3Y | -61.5% | +91.1% | -152.6% | -77.1% |
| 5Y | -96.9% | +68.6% | -165.5% | -97.9% |
| 10Y | -7.5% | +99.9% | -107.4% | -53.3% |
| All | -7.5% | +99.0% | -106.5% | -53.3% |
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