-96.5%
PLUG vs DVA
+75.9%
-172.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +7.7% |
| 7D | +5.8% | +2.1% | +3.8% | +5.4% |
| 30D | -18.5% | +8.2% | -26.8% | -19.8% |
| 3M | -30.0% | +5.9% | -35.9% | -31.0% |
| 6M | -56.2% | -1.3% | -54.9% | -56.6% |
| YTD | -26.4% | +68.4% | -94.8% | -37.0% |
| 1Y | -42.2% | +57.5% | -99.7% | -49.6% |
| 3Y | -76.8% | +142.3% | -219.1% | -81.9% |
| All | -96.5% | +75.9% | -172.4% | -97.0% |
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