-98.6%
PLUG vs DLTR
+1,299.7%
-1,398.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.6% | +2.8% |
| 7D | -0.9% | +2.5% | -3.4% | -1.7% |
| 30D | +3.3% | +2.1% | +1.3% | +2.5% |
| 3M | -39.7% | +20.3% | -60.0% | -43.3% |
| 6M | -12.5% | +11.5% | -24.0% | -17.1% |
| YTD | +10.2% | +6.8% | +3.3% | +5.3% |
| 1Y | +50.7% | +31.1% | +19.6% | +35.2% |
| 3Y | -74.5% | +10.7% | -85.2% | -76.4% |
| 5Y | -91.8% | +41.6% | -133.4% | -93.0% |
| 10Y | +43.7% | +58.1% | -14.4% | +14.2% |
| All | -98.6% | +1,299.7% | -1,398.4% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling