-99.3%
PLUG vs DGX
+5,406.6%
-5,506.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.5% | -10.5% |
| 7D | -23.4% | +1.6% | -25.0% | -23.9% |
| 30D | -23.4% | +11.2% | -34.7% | -26.8% |
| 3M | -51.7% | +10.4% | -62.1% | -53.8% |
| 6M | -72.0% | +37.1% | -109.1% | -75.8% |
| YTD | -43.7% | +52.1% | -95.8% | -54.1% |
| 1Y | -55.4% | +40.7% | -96.1% | -62.5% |
| 3Y | -68.0% | +107.6% | -175.6% | -77.8% |
| 5Y | -97.4% | +90.6% | -188.0% | -98.2% |
| 10Y | -24.5% | +287.9% | -312.4% | -62.0% |
| All | -99.3% | +5,406.6% | -5,506.0% | -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