-91.0%
PLUG vs DGX
+62.5%
-153.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +3.8% | -2.2% | +6.0% | +4.6% |
| 30D | +2.8% | -0.9% | +3.8% | +3.2% |
| 3M | -25.4% | +15.6% | -41.0% | -29.2% |
| 6M | -0.5% | +17.8% | -18.3% | -6.6% |
| YTD | +10.2% | +37.5% | -27.3% | -4.4% |
| 1Y | +53.9% | +31.2% | +22.7% | +35.2% |
| 3Y | -72.7% | +96.6% | -169.3% | -81.7% |
| All | -91.0% | +62.5% | -153.5% | -94.0% |
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 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