-42.1%
PLUG vs DGX
+45.0%
-87.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | +0.1% | +4.7% |
| 7D | +2.8% | +4.1% | -1.3% | +4.2% |
| 30D | -22.8% | +10.5% | -33.3% | -19.9% |
| 3M | -32.4% | +9.8% | -42.2% | -29.9% |
| 6M | -53.4% | +34.6% | -87.9% | -46.3% |
| YTD | -25.9% | +49.8% | -75.7% | -12.8% |
| 1Y | -42.1% | +46.0% | -88.1% | -33.0% |
| All | -42.1% | +45.0% | -87.0% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling