-96.5%
PLUG vs DLTR
+20.0%
-116.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.9% | +12.3% | +9.1% |
| 7D | +5.8% | -2.0% | +7.9% | +6.2% |
| 30D | -18.5% | +12.8% | -31.3% | -22.5% |
| 3M | -30.0% | +1.1% | -31.1% | -31.1% |
| 6M | -56.2% | +35.9% | -92.1% | -62.5% |
| YTD | -26.4% | +6.6% | -33.0% | -30.9% |
| 1Y | -42.2% | +28.6% | -70.8% | -50.2% |
| 3Y | -76.8% | +14.0% | -90.9% | -79.7% |
| All | -96.5% | +20.0% | -116.5% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling