+15.1%
PLUG vs DRI
+367.2%
-352.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.9% |
| 7D | +5.8% | +2.8% | +3.0% | +4.4% |
| 30D | -18.5% | +13.3% | -31.8% | -23.5% |
| 3M | -30.0% | +8.2% | -38.1% | -33.1% |
| 6M | -56.2% | +17.5% | -73.7% | -60.4% |
| YTD | -26.4% | +26.9% | -53.3% | -36.4% |
| 1Y | -42.2% | +31.6% | -73.8% | -50.9% |
| 3Y | -76.8% | +67.0% | -143.8% | -83.1% |
| 5Y | -96.2% | +72.9% | -169.1% | -97.2% |
| All | +15.1% | +367.2% | -352.1% | -47.2% |
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