+43.7%
PLUG vs DECK
+718.3%
-674.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.3% | +2.1% |
| 7D | -0.9% | -2.2% | +1.3% | +0.2% |
| 30D | +3.3% | -13.6% | +16.9% | +10.2% |
| 3M | -39.7% | -21.2% | -18.5% | -33.6% |
| 6M | -12.5% | -21.1% | +8.6% | -4.5% |
| YTD | +10.2% | -17.2% | +27.4% | +13.9% |
| 1Y | +50.7% | -30.7% | +81.4% | +67.9% |
| 3Y | -74.5% | -3.4% | -71.1% | -78.4% |
| 5Y | -91.8% | +25.5% | -117.3% | -94.1% |
| All | +43.7% | +718.3% | -674.6% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling