+15.1%
PLUG vs DPZ
+123.5%
-108.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.2% | +9.6% | +8.3% |
| 7D | +5.8% | +6.6% | -0.7% | +2.9% |
| 30D | -18.5% | +10.3% | -28.8% | -22.1% |
| 3M | -30.0% | -6.2% | -23.8% | -28.6% |
| 6M | -56.2% | +4.2% | -60.4% | -58.1% |
| YTD | -26.4% | -18.4% | -8.0% | -21.6% |
| 1Y | -42.2% | -14.9% | -27.3% | -39.7% |
| 3Y | -76.8% | -4.6% | -72.2% | -77.9% |
| 5Y | -96.2% | -27.4% | -68.8% | -96.0% |
| All | +15.1% | +123.5% | -108.4% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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