-17.9%
PLUG vs VCLT
+22.0%
-39.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.3% | -7.5% | -7.4% |
| 7D | -8.1% | -1.9% | -6.2% | -5.9% |
| 30D | -20.5% | +1.4% | -22.0% | -21.6% |
| 3M | -45.9% | -1.8% | -44.1% | -44.5% |
| 6M | -65.2% | -3.9% | -61.3% | -63.3% |
| YTD | -37.1% | -3.9% | -33.1% | -33.7% |
| 1Y | -54.6% | -4.7% | -49.9% | -51.6% |
| 3Y | -64.9% | +14.1% | -78.9% | -68.1% |
| 5Y | -97.1% | -16.6% | -80.5% | -96.7% |
| All | -17.9% | +22.0% | -39.9% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling