+20.0%
PLUG vs DPZ
+125.0%
-105.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.5% | +3.5% |
| 7D | +14.5% | +3.7% | +10.8% | +12.7% |
| 30D | -10.7% | +8.0% | -18.7% | -13.8% |
| 3M | -31.2% | -4.2% | -27.0% | -30.5% |
| 6M | -51.9% | +4.6% | -56.5% | -54.1% |
| YTD | -23.9% | -18.4% | -5.4% | -18.9% |
| 1Y | -43.4% | -16.8% | -26.6% | -40.3% |
| 3Y | -74.7% | -5.0% | -69.7% | -75.9% |
| 5Y | -96.3% | -27.8% | -68.5% | -96.1% |
| 10Y | +20.0% | +121.1% | -101.1% | -6.4% |
| All | +20.0% | +125.0% | -105.0% | -6.4% |
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