+55.9%
PLUG vs VCLT
+15.5%
+40.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.2% | +4.2% |
| 7D | +8.1% | +0.3% | +7.8% | +7.8% |
| 30D | +3.7% | -0.6% | +4.2% | +4.4% |
| 3M | -29.2% | -2.2% | -26.9% | -27.3% |
| 6M | +6.1% | -2.9% | +9.0% | +10.1% |
| YTD | +14.7% | -2.1% | +16.8% | +17.8% |
| 1Y | +56.9% | -2.6% | +59.5% | +61.9% |
| 3Y | -71.6% | +12.5% | -84.1% | -74.1% |
| 5Y | -91.0% | -15.3% | -75.8% | -90.0% |
| 10Y | +55.9% | +16.6% | +39.2% | +64.2% |
| All | +55.9% | +15.5% | +40.3% | +64.2% |
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