-42.1%
PLUG vs DLTR
+45.2%
-87.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.6% | -6.1% | +3.7% |
| 7D | +2.8% | +15.6% | -12.8% | +2.9% |
| 30D | -22.8% | +29.9% | -52.6% | -22.6% |
| 3M | -32.4% | +12.5% | -44.9% | -32.3% |
| 6M | -53.4% | +56.3% | -109.7% | -54.9% |
| YTD | -25.9% | +19.5% | -45.4% | -24.2% |
| 1Y | -42.1% | +44.0% | -86.1% | -50.8% |
| All | -42.1% | +45.2% | -87.3% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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