-91.0%
PLUG vs DVA
+38.1%
-129.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.1% | +6.3% | +4.5% |
| 7D | +8.1% | +2.2% | +5.9% | +7.7% |
| 30D | +3.7% | -2.0% | +5.7% | +4.0% |
| 3M | -29.2% | -6.3% | -22.9% | -28.9% |
| 6M | +6.1% | +19.4% | -13.3% | +0.7% |
| YTD | +14.7% | +58.5% | -43.8% | +0.3% |
| 1Y | +56.9% | +33.9% | +23.1% | +43.1% |
| 3Y | -71.6% | +88.4% | -160.1% | -76.5% |
| 5Y | -91.0% | +39.5% | -130.6% | -91.8% |
| All | -91.0% | +38.1% | -129.1% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling