+43.7%
PLUG vs DPZ
+153.4%
-109.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.6% | +3.6% |
| 7D | -0.9% | -2.5% | +1.6% | +0.1% |
| 30D | +3.3% | -7.0% | +10.3% | +6.2% |
| 3M | -39.7% | +11.6% | -51.3% | -43.6% |
| 6M | -12.5% | -15.2% | +2.7% | -7.9% |
| YTD | +10.2% | -17.2% | +27.4% | +17.2% |
| 1Y | +50.7% | -24.8% | +75.5% | +66.7% |
| 3Y | -74.5% | -8.7% | -65.8% | -75.1% |
| 5Y | -91.8% | -28.9% | -62.9% | -91.2% |
| All | +43.7% | +153.4% | -109.7% | -2.0% |
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