-9.9%
PLUG vs DKS
+226.2%
-236.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -6.8% | +1.3% | -8.2% | -7.3% |
| 30D | -16.0% | +8.9% | -24.9% | -19.4% |
| 3M | -38.7% | -26.4% | -12.4% | -33.5% |
| 6M | -61.4% | -31.1% | -30.3% | -57.6% |
| YTD | -31.0% | -22.8% | -8.2% | -28.6% |
| 1Y | -46.2% | -29.5% | -16.8% | -41.9% |
| 3Y | -61.5% | +42.8% | -104.3% | -69.1% |
| 5Y | -96.9% | +29.2% | -126.0% | -97.5% |
| All | -9.9% | +226.2% | -236.1% | -50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling