+43.7%
PLUG vs DRI
+361.6%
-317.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.4% | +3.1% |
| 7D | -0.9% | +0.6% | -1.5% | -1.2% |
| 30D | +3.3% | +3.8% | -0.5% | +1.2% |
| 3M | -39.7% | +13.0% | -52.7% | -44.0% |
| 6M | -12.5% | +8.3% | -20.8% | -17.2% |
| YTD | +10.2% | +20.6% | -10.5% | -1.8% |
| 1Y | +50.7% | +6.5% | +44.2% | +42.6% |
| 3Y | -74.5% | +53.7% | -128.2% | -80.4% |
| 5Y | -91.8% | +72.7% | -164.5% | -93.9% |
| All | +43.7% | +361.6% | -317.9% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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