-99.1%
PLUG vs DD
+372.1%
-471.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.3% | +6.7% |
| 7D | +5.8% | +4.6% | +1.2% | +2.9% |
| 30D | -18.5% | +11.8% | -30.3% | -24.0% |
| 3M | -30.0% | +2.2% | -32.1% | -30.7% |
| 6M | -56.2% | -1.6% | -54.6% | -55.7% |
| YTD | -26.4% | +23.0% | -49.4% | -36.3% |
| 1Y | -42.2% | +26.9% | -69.2% | -50.9% |
| 3Y | -76.8% | +77.9% | -154.7% | -84.2% |
| 5Y | -96.2% | +59.9% | -156.1% | -97.2% |
| 10Y | +2.1% | +90.1% | -87.9% | -34.6% |
| All | -99.1% | +372.1% | -471.2% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling