+50.7%
PLUG vs DGX
+33.7%
+17.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.8% | +2.4% |
| 7D | -0.9% | -2.3% | +1.4% | -2.1% |
| 30D | +3.3% | +0.6% | +2.8% | +3.7% |
| 3M | -39.7% | +21.4% | -61.1% | -31.9% |
| 6M | -12.5% | +14.7% | -27.2% | -3.7% |
| YTD | +10.2% | +38.4% | -28.3% | +35.7% |
| 1Y | +50.7% | +34.0% | +16.7% | +98.6% |
| All | +50.7% | +33.7% | +17.0% | +98.6% |
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