+2.8%
PLUG vs DOC
+19.9%
-17.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +1.7% |
| 7D | +2.8% | +8.7% | -5.9% | -2.4% |
| 30D | -22.8% | +7.6% | -30.4% | -26.4% |
| 3M | -32.4% | -5.3% | -27.1% | -30.5% |
| 6M | -53.4% | +27.6% | -81.0% | -61.3% |
| YTD | -25.9% | +32.4% | -58.3% | -40.3% |
| 1Y | -42.1% | +22.9% | -64.9% | -51.1% |
| 3Y | -77.9% | +43.1% | -121.0% | -82.8% |
| 5Y | -96.4% | -21.4% | -75.0% | -96.1% |
| 10Y | +2.8% | +16.8% | -14.0% | +0.1% |
| All | +2.8% | +19.9% | -17.1% | +0.1% |
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