-99.1%
PLUG vs DTE
+1,368.0%
-1,467.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.3% | +7.3% |
| 7D | +5.8% | -0.3% | +6.1% | +6.1% |
| 30D | -18.5% | +6.2% | -24.7% | -21.9% |
| 3M | -30.0% | -2.6% | -27.3% | -28.9% |
| 6M | -56.2% | -3.5% | -52.7% | -55.7% |
| YTD | -26.4% | +7.4% | -33.8% | -31.4% |
| 1Y | -42.2% | +4.2% | -46.4% | -44.9% |
| 3Y | -76.8% | +51.7% | -128.6% | -83.0% |
| 5Y | -96.2% | +39.7% | -135.9% | -97.1% |
| 10Y | +2.1% | +137.5% | -135.3% | -51.9% |
| All | -99.1% | +1,368.0% | -1,467.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling