-26.5%
PLUG vs DTE
+152.1%
-178.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.4% | -10.9% | -10.7% |
| 7D | -23.4% | +3.4% | -26.9% | -24.8% |
| 30D | -23.4% | +8.9% | -32.3% | -26.9% |
| 3M | -51.7% | +1.1% | -52.8% | -52.1% |
| 6M | -72.0% | +0.1% | -72.1% | -72.3% |
| YTD | -43.7% | +11.1% | -54.7% | -47.7% |
| 1Y | -55.4% | +4.9% | -60.4% | -57.3% |
| 3Y | -68.0% | +58.6% | -126.6% | -75.6% |
| 5Y | -97.4% | +47.3% | -144.7% | -98.0% |
| All | -26.5% | +152.1% | -178.6% | -51.0% |
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