-98.6%
PLUG vs DGX
+4,911.6%
-5,010.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.8% | +3.2% |
| 7D | -0.9% | -2.3% | +1.4% | +0.1% |
| 30D | +3.3% | +0.6% | +2.8% | +3.1% |
| 3M | -39.7% | +21.4% | -61.1% | -45.0% |
| 6M | -12.5% | +14.7% | -27.2% | -18.6% |
| YTD | +10.2% | +38.4% | -28.3% | -6.4% |
| 1Y | +50.7% | +34.0% | +16.7% | +29.0% |
| 3Y | -74.5% | +92.7% | -167.2% | -81.7% |
| 5Y | -91.8% | +67.7% | -159.5% | -93.8% |
| 10Y | +43.7% | +248.0% | -204.3% | -24.2% |
| All | -98.6% | +4,911.6% | -5,010.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling