-98.6%
PLUG vs DD
+324.0%
-422.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.6% |
| 7D | -0.9% | -3.5% | +2.6% | +1.4% |
| 30D | +3.3% | -10.3% | +13.6% | +10.9% |
| 3M | -39.7% | -7.5% | -32.2% | -36.7% |
| 6M | -12.5% | -8.0% | -4.5% | -8.2% |
| YTD | +10.2% | +10.5% | -0.3% | +1.9% |
| 1Y | +50.7% | +38.3% | +12.4% | +20.2% |
| 3Y | -74.5% | +42.5% | -117.0% | -80.0% |
| 5Y | -91.8% | +60.2% | -152.0% | -93.9% |
| 10Y | +43.7% | +68.9% | -25.1% | -1.0% |
| All | -98.6% | +324.0% | -422.7% | -99.4% |
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