+58.4%
PLUG vs DLTR
+45.2%
+13.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -2.3% |
| 7D | +3.8% | -10.2% | +14.1% | +7.8% |
| 30D | +2.8% | -8.5% | +11.3% | +5.7% |
| 3M | -25.4% | +5.6% | -31.0% | -27.9% |
| 6M | -0.5% | +2.2% | -2.7% | -4.3% |
| YTD | +10.2% | -3.8% | +13.9% | +7.9% |
| 1Y | +53.9% | +22.9% | +31.0% | +35.7% |
| 3Y | -72.7% | +2.0% | -74.8% | -74.9% |
| 5Y | -91.4% | +29.8% | -121.2% | -93.0% |
| 10Y | +58.4% | +45.0% | +13.4% | +25.1% |
| All | +58.4% | +45.2% | +13.1% | +25.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling