-74.7%
PLUG vs DRI
+70.6%
-145.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.1% |
| 7D | +14.5% | +3.1% | +11.4% | +13.6% |
| 30D | -10.7% | +16.2% | -27.0% | -14.1% |
| 3M | -31.2% | +8.4% | -39.6% | -32.8% |
| 6M | -51.9% | +19.0% | -70.9% | -54.8% |
| YTD | -23.9% | +28.8% | -52.7% | -31.2% |
| 1Y | -43.4% | +33.1% | -76.5% | -49.5% |
| 3Y | -74.7% | +70.8% | -145.5% | -82.3% |
| All | -74.7% | +70.6% | -145.3% | -82.3% |
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 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