+20.0%
PLUG vs DG
+128.5%
-108.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.3% | +2.7% |
| 7D | +14.5% | +0.7% | +13.8% | +14.0% |
| 30D | -10.7% | +7.4% | -18.1% | -13.3% |
| 3M | -31.2% | +8.5% | -39.7% | -33.7% |
| 6M | -51.9% | +21.9% | -73.8% | -56.3% |
| YTD | -23.9% | +4.9% | -28.8% | -27.0% |
| 1Y | -43.4% | +40.4% | -83.8% | -51.8% |
| 3Y | -74.7% | +23.5% | -98.2% | -79.0% |
| 5Y | -96.3% | -32.3% | -64.0% | -96.0% |
| 10Y | +20.0% | +119.3% | -99.3% | -13.8% |
| All | +20.0% | +128.5% | -108.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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