-96.8%
PLUG vs DD
+68.5%
-165.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | 0.0% |
| 7D | -6.8% | +3.2% | -10.1% | -9.5% |
| 30D | -16.0% | +20.3% | -36.3% | -28.9% |
| 3M | -38.7% | +8.2% | -46.9% | -42.9% |
| 6M | -61.4% | +3.4% | -64.8% | -62.7% |
| YTD | -31.0% | +30.6% | -61.6% | -47.8% |
| 1Y | -46.2% | +30.6% | -76.9% | -59.2% |
| 3Y | -61.5% | +91.1% | -152.6% | -80.5% |
| All | -96.8% | +68.5% | -165.4% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling