-64.3%
PLUG vs DGX
+106.8%
-171.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.4% | -9.2% | -8.8% |
| 7D | -8.1% | +1.9% | -10.1% | -8.2% |
| 30D | -20.5% | +12.7% | -33.2% | -21.0% |
| 3M | -45.9% | +9.6% | -55.5% | -46.1% |
| 6M | -65.2% | +37.6% | -102.8% | -65.9% |
| YTD | -37.1% | +52.1% | -89.2% | -40.4% |
| 1Y | -54.6% | +41.3% | -95.9% | -56.1% |
| All | -64.3% | +106.8% | -171.0% | -74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling