-98.6%
PLUG vs DVA
+6,909.1%
-7,007.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.6% | +2.4% |
| 7D | -0.9% | +1.8% | -2.7% | -1.5% |
| 30D | +3.3% | -2.5% | +5.8% | +4.1% |
| 3M | -39.7% | -4.3% | -35.5% | -39.6% |
| 6M | -12.5% | +18.9% | -31.4% | -19.8% |
| YTD | +10.2% | +61.9% | -51.8% | -11.6% |
| 1Y | +50.7% | +35.7% | +15.0% | +28.8% |
| 3Y | -74.5% | +78.6% | -153.1% | -80.9% |
| 5Y | -91.8% | +39.2% | -131.0% | -93.6% |
| 10Y | +43.7% | +184.0% | -140.3% | -18.1% |
| All | -98.6% | +6,909.1% | -7,007.8% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling