+55.9%
PLUG vs DVA
+178.6%
-122.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.1% | +6.3% | +4.8% |
| 7D | +8.1% | +2.2% | +5.9% | +7.4% |
| 30D | +3.7% | -2.0% | +5.7% | +4.1% |
| 3M | -29.2% | -6.3% | -22.9% | -28.7% |
| 6M | +6.1% | +19.4% | -13.3% | -2.3% |
| YTD | +14.7% | +58.5% | -43.8% | -6.1% |
| 1Y | +56.9% | +33.9% | +23.1% | +36.3% |
| 3Y | -71.6% | +88.4% | -160.1% | -78.9% |
| 5Y | -91.0% | +39.5% | -130.6% | -92.8% |
| 10Y | +55.9% | +179.5% | -123.6% | -4.3% |
| All | +55.9% | +178.6% | -122.7% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling