-68.0%
PLUG vs DRI
+68.2%
-136.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.4% | -10.9% | -10.6% |
| 7D | -23.4% | +1.1% | -24.5% | -23.6% |
| 30D | -23.4% | +9.7% | -33.1% | -25.4% |
| 3M | -51.7% | +3.2% | -54.9% | -52.2% |
| 6M | -72.0% | +20.6% | -92.5% | -73.9% |
| YTD | -43.7% | +28.3% | -71.9% | -49.5% |
| 1Y | -55.4% | +34.5% | -90.0% | -60.9% |
| 3Y | -68.0% | +66.5% | -134.5% | -81.0% |
| All | -68.0% | +68.2% | -136.2% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling