-76.8%
PLUG vs DG
+19.3%
-96.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.1% | +10.5% | +7.8% |
| 7D | +5.8% | +1.1% | +4.7% | +5.6% |
| 30D | -18.5% | +9.5% | -28.0% | -19.8% |
| 3M | -30.0% | +5.5% | -35.4% | -30.7% |
| 6M | -56.2% | +16.1% | -72.3% | -57.6% |
| YTD | -26.4% | +2.7% | -29.1% | -27.0% |
| 1Y | -42.2% | +42.1% | -84.3% | -46.6% |
| 3Y | -76.8% | +19.3% | -96.1% | -84.8% |
| All | -76.8% | +19.3% | -96.1% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling