-98.6%
PLUG vs DOC
+776.9%
-875.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.7% | +3.9% |
| 7D | -0.9% | -1.5% | +0.6% | -0.1% |
| 30D | +3.3% | -4.8% | +8.1% | +6.1% |
| 3M | -39.7% | +6.9% | -46.6% | -42.6% |
| 6M | -12.5% | +20.7% | -33.2% | -23.5% |
| YTD | +10.2% | +34.1% | -24.0% | -9.7% |
| 1Y | +50.7% | +22.6% | +28.1% | +30.3% |
| 3Y | -74.5% | +20.8% | -95.3% | -77.3% |
| 5Y | -91.8% | -24.9% | -66.9% | -90.4% |
| 10Y | +43.7% | -1.8% | +45.5% | +33.6% |
| All | -98.6% | +776.9% | -875.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling