-42.1%
PLUG vs DKS
-29.5%
-12.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.2% | +3.3% |
| 7D | +2.8% | +8.4% | -5.6% | +2.5% |
| 30D | -22.8% | +7.7% | -30.4% | -23.1% |
| 3M | -32.4% | -25.8% | -6.7% | -30.4% |
| 6M | -53.4% | -31.0% | -22.3% | -52.3% |
| YTD | -25.9% | -23.8% | -2.1% | -33.1% |
| 1Y | -42.1% | -29.8% | -12.2% | -44.0% |
| All | -42.1% | -29.5% | -12.6% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling