-97.3%
PLUG vs DG
-35.8%
-61.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.3% | -10.1% | -10.4% |
| 7D | -23.4% | +0.3% | -23.7% | -23.5% |
| 30D | -23.4% | +3.2% | -26.7% | -24.2% |
| 3M | -51.7% | +10.4% | -62.2% | -53.0% |
| 6M | -72.0% | +33.2% | -105.1% | -74.2% |
| YTD | -43.7% | +3.0% | -46.6% | -44.7% |
| 1Y | -55.4% | +31.2% | -86.6% | -59.2% |
| 3Y | -68.0% | +21.8% | -89.8% | -71.7% |
| All | -97.3% | -35.8% | -61.5% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling