-97.3%
PLUG vs DGX
+90.8%
-188.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.5% | -10.5% |
| 7D | -23.4% | +1.6% | -25.0% | -23.8% |
| 30D | -23.4% | +11.2% | -34.7% | -25.8% |
| 3M | -51.7% | +10.4% | -62.1% | -53.2% |
| 6M | -72.0% | +37.1% | -109.1% | -74.9% |
| YTD | -43.7% | +52.1% | -95.8% | -52.5% |
| 1Y | -55.4% | +40.7% | -96.1% | -61.0% |
| 3Y | -68.0% | +107.6% | -175.6% | -78.3% |
| All | -97.3% | +90.8% | -188.2% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling