-60.8%
PLUG vs DG
+24.7%
-85.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -6.8% | -3.0% | -3.9% | -6.5% |
| 30D | -16.0% | +8.6% | -24.7% | -17.2% |
| 3M | -38.7% | +15.0% | -53.8% | -40.2% |
| 6M | -61.4% | +32.7% | -94.0% | -63.5% |
| YTD | -31.0% | +5.5% | -36.5% | -31.7% |
| 1Y | -46.2% | +34.6% | -80.8% | -49.6% |
| All | -60.8% | +24.7% | -85.5% | -71.7% |
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