+65.0%
PLUG vs DLTR
+52.2%
+12.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.6% | +9.8% | +6.2% |
| 7D | +8.1% | -5.8% | +14.0% | +10.3% |
| 30D | +3.7% | -5.2% | +8.9% | +5.2% |
| 3M | -29.2% | +15.2% | -44.3% | -33.8% |
| 6M | +6.1% | +7.1% | -1.0% | +0.3% |
| YTD | +14.7% | +0.8% | +13.9% | +10.5% |
| 1Y | +56.9% | +24.8% | +32.2% | +37.8% |
| 3Y | -71.6% | +6.9% | -78.5% | -74.3% |
| 5Y | -91.0% | +33.2% | -124.3% | -92.7% |
| All | +65.0% | +52.2% | +12.8% | +28.1% |
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 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