-91.9%
PLUG vs DD
+61.3%
-153.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.5% |
| 7D | -0.9% | -3.5% | +2.6% | +2.2% |
| 30D | +3.3% | -10.3% | +13.6% | +13.5% |
| 3M | -39.7% | -7.5% | -32.2% | -35.7% |
| 6M | -12.5% | -8.0% | -4.5% | -7.1% |
| YTD | +10.2% | +10.5% | -0.3% | -2.4% |
| 1Y | +50.7% | +38.3% | +12.4% | +7.6% |
| 3Y | -74.5% | +42.5% | -117.0% | -82.3% |
| All | -91.9% | +61.3% | -153.2% | -94.8% |
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