+1.1%
PLUG vs DTE
+146.7%
-145.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.5% | -9.5% | -9.2% |
| 7D | -3.2% | +3.5% | -6.7% | -4.8% |
| 30D | -18.7% | +9.5% | -28.3% | -22.6% |
| 3M | -35.3% | +2.5% | -37.9% | -36.3% |
| 6M | -56.2% | +0.6% | -56.8% | -56.8% |
| YTD | -30.7% | +10.5% | -41.2% | -35.6% |
| 1Y | -46.7% | +3.3% | -50.0% | -48.4% |
| 3Y | -61.3% | +56.3% | -117.6% | -70.3% |
| 5Y | -96.6% | +44.9% | -141.5% | -97.3% |
| 10Y | +1.1% | +149.2% | -148.1% | -31.1% |
| All | +1.1% | +146.7% | -145.6% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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