-74.6%
PLUG vs DD
+43.0%
-117.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.6% |
| 7D | -0.9% | -3.5% | +2.6% | +1.8% |
| 30D | +3.3% | -10.3% | +13.6% | +12.1% |
| 3M | -39.7% | -7.5% | -32.2% | -36.2% |
| 6M | -12.5% | -8.0% | -4.5% | -7.5% |
| YTD | +10.2% | +10.5% | -0.3% | -1.1% |
| 1Y | +50.7% | +38.3% | +12.4% | +11.3% |
| All | -74.6% | +43.0% | -117.6% | -80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling