-83.7%
PLUG vs DG
+612.5%
-696.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.1% | +10.5% | +8.3% |
| 7D | +5.8% | +1.1% | +4.7% | +5.3% |
| 30D | -18.5% | +9.5% | -28.0% | -21.1% |
| 3M | -30.0% | +5.5% | -35.4% | -31.6% |
| 6M | -56.2% | +16.1% | -72.3% | -59.0% |
| YTD | -26.4% | +2.7% | -29.1% | -28.6% |
| 1Y | -42.2% | +42.1% | -84.3% | -49.7% |
| 3Y | -76.8% | +19.3% | -96.1% | -79.8% |
| 5Y | -96.2% | -35.3% | -60.9% | -96.0% |
| 10Y | +2.1% | +123.9% | -121.8% | -20.9% |
| All | -83.7% | +612.5% | -696.2% | -88.1% |
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