-99.1%
PLUG vs DVA
+7,189.5%
-7,288.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +8.0% |
| 7D | +5.8% | +2.1% | +3.8% | +5.0% |
| 30D | -18.5% | +8.2% | -26.8% | -21.0% |
| 3M | -30.0% | +5.9% | -35.9% | -31.9% |
| 6M | -56.2% | -1.3% | -54.9% | -57.0% |
| YTD | -26.4% | +68.4% | -94.8% | -42.1% |
| 1Y | -42.2% | +57.5% | -99.7% | -53.4% |
| 3Y | -76.8% | +142.3% | -219.1% | -84.4% |
| 5Y | -96.2% | +75.0% | -171.2% | -97.3% |
| 10Y | +2.1% | +226.4% | -224.3% | -44.9% |
| All | -99.1% | +7,189.5% | -7,288.6% | -99.8% |
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 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