+1.1%
PLUG vs DLTR
+84.2%
-83.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +2.6% | -11.6% | -9.9% |
| 7D | -3.2% | +5.0% | -8.2% | -5.1% |
| 30D | -18.7% | +18.7% | -37.5% | -24.2% |
| 3M | -35.3% | +8.9% | -44.2% | -38.1% |
| 6M | -56.2% | +49.4% | -105.7% | -63.8% |
| YTD | -30.7% | +14.5% | -45.2% | -36.9% |
| 1Y | -46.7% | +32.5% | -79.2% | -54.3% |
| 3Y | -61.3% | +23.4% | -84.8% | -67.1% |
| 5Y | -96.6% | +26.2% | -122.8% | -97.2% |
| 10Y | +1.1% | +82.4% | -81.3% | -23.8% |
| All | +1.1% | +84.2% | -83.1% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling