-75.6%
PLUG vs DG
+606.1%
-681.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.4% | +2.4% |
| 7D | -0.9% | +8.4% | -9.3% | -3.3% |
| 30D | +3.3% | +4.9% | -1.6% | +1.8% |
| 3M | -39.7% | +29.3% | -69.1% | -44.7% |
| 6M | -12.5% | -11.3% | -1.2% | -10.4% |
| YTD | +10.2% | +1.8% | +8.4% | +7.8% |
| 1Y | +50.7% | +25.3% | +25.4% | +37.0% |
| 3Y | -74.5% | +9.1% | -83.6% | -76.9% |
| 5Y | -91.8% | -34.9% | -56.9% | -91.2% |
| 10Y | +43.7% | +108.2% | -64.4% | +13.8% |
| All | -75.6% | +606.1% | -681.7% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling