-26.5%
PLUG vs DVA
+193.2%
-219.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.3% | -10.8% | -10.6% |
| 7D | -23.4% | -8.8% | -14.7% | -21.3% |
| 30D | -23.4% | -3.4% | -20.1% | -22.9% |
| 3M | -51.7% | -2.6% | -49.2% | -51.7% |
| 6M | -72.0% | -11.9% | -60.1% | -71.4% |
| YTD | -43.7% | +53.6% | -97.3% | -53.7% |
| 1Y | -55.4% | +41.9% | -97.3% | -62.3% |
| 3Y | -68.0% | +97.5% | -165.5% | -76.6% |
| 5Y | -97.4% | +65.0% | -162.4% | -98.1% |
| All | -26.5% | +193.2% | -219.7% | -59.4% |
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