-42.1%
PLUG vs DVA
+62.2%
-104.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.8% | -2.2% | +3.6% |
| 7D | +2.8% | +4.7% | -1.9% | +2.9% |
| 30D | -22.8% | +7.8% | -30.6% | -22.6% |
| 3M | -32.4% | -15.5% | -16.9% | -32.5% |
| 6M | -53.4% | +25.0% | -78.4% | -53.4% |
| YTD | -25.9% | +69.6% | -95.5% | -28.9% |
| 1Y | -42.1% | +60.6% | -102.7% | -40.0% |
| All | -42.1% | +62.2% | -104.2% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling