-99.1%
PLUG vs DTE
+1,418.1%
-1,517.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.1% |
| 7D | -6.8% | +1.6% | -8.4% | -7.7% |
| 30D | -16.0% | +9.1% | -25.1% | -21.0% |
| 3M | -38.7% | +2.4% | -41.2% | -39.9% |
| 6M | -61.4% | -0.2% | -61.1% | -61.8% |
| YTD | -31.0% | +11.0% | -42.0% | -37.1% |
| 1Y | -46.2% | +3.4% | -49.6% | -48.4% |
| 3Y | -61.5% | +57.1% | -118.5% | -72.4% |
| 5Y | -96.9% | +46.6% | -143.4% | -97.7% |
| 10Y | -7.5% | +151.3% | -158.8% | -57.9% |
| All | -99.1% | +1,418.1% | -1,517.3% | -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