+20.0%
PLUG vs DVA
+212.5%
-192.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.5% | +4.3% |
| 7D | +14.5% | -0.1% | +14.6% | +14.3% |
| 30D | -10.7% | +3.5% | -14.2% | -12.0% |
| 3M | -31.2% | +1.0% | -32.2% | -31.9% |
| 6M | -51.9% | -6.6% | -45.3% | -51.9% |
| YTD | -23.9% | +63.3% | -87.2% | -38.6% |
| 1Y | -43.4% | +50.0% | -93.4% | -52.9% |
| 3Y | -74.7% | +120.1% | -194.8% | -82.1% |
| 5Y | -96.3% | +73.7% | -170.0% | -97.3% |
| 10Y | +20.0% | +212.7% | -192.7% | -32.6% |
| All | +20.0% | +212.5% | -192.5% | -32.6% |
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