+55.9%
PLUG vs DG
+105.6%
-49.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.0% | +8.2% | +5.5% |
| 7D | +8.1% | -2.5% | +10.6% | +8.9% |
| 30D | +3.7% | +1.0% | +2.7% | +3.1% |
| 3M | -29.2% | +20.3% | -49.5% | -34.3% |
| 6M | +6.1% | -11.7% | +17.8% | +9.1% |
| YTD | +14.7% | -2.3% | +17.0% | +13.4% |
| 1Y | +56.9% | +20.0% | +36.9% | +42.1% |
| 3Y | -71.6% | +7.2% | -78.8% | -74.8% |
| 5Y | -91.0% | -37.9% | -53.1% | -89.9% |
| 10Y | +55.9% | +107.3% | -51.4% | +17.3% |
| All | +55.9% | +105.6% | -49.8% | +17.3% |
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