+53.9%
PLUG vs DVA
+36.0%
+17.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -3.9% |
| 7D | +3.8% | +2.0% | +1.8% | +3.9% |
| 30D | +2.8% | -0.4% | +3.2% | +2.9% |
| 3M | -25.4% | -7.7% | -17.8% | -25.3% |
| 6M | -0.5% | +20.0% | -20.4% | -0.3% |
| YTD | +10.2% | +61.1% | -50.9% | +6.4% |
| 1Y | +53.9% | +33.9% | +20.0% | +46.5% |
| All | +53.9% | +36.0% | +17.9% | +46.5% |
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