+7.1%
PLUG vs DOC
+14.9%
-7.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.2% | -7.3% | -7.4% |
| 7D | -4.9% | +6.2% | -11.2% | -8.4% |
| 30D | -27.4% | +6.5% | -33.9% | -30.4% |
| 3M | -35.7% | -6.2% | -29.5% | -33.4% |
| 6M | -59.3% | +25.6% | -84.9% | -66.0% |
| YTD | -31.5% | +32.1% | -63.5% | -44.8% |
| 1Y | -48.9% | +20.3% | -69.2% | -56.3% |
| 3Y | -79.6% | +42.7% | -122.3% | -84.1% |
| 5Y | -96.5% | -22.2% | -74.3% | -96.2% |
| All | +7.1% | +14.9% | -7.8% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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