+15.1%
PLUG vs VCLT
+18.4%
-3.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.5% |
| 7D | +5.8% | +0.3% | +5.6% | +5.6% |
| 30D | -18.5% | +3.7% | -22.2% | -21.8% |
| 3M | -30.0% | -1.0% | -29.0% | -29.0% |
| 6M | -56.2% | -3.4% | -52.8% | -54.3% |
| YTD | -26.4% | -2.6% | -23.8% | -23.8% |
| 1Y | -42.2% | -3.3% | -39.0% | -39.7% |
| 3Y | -76.8% | +17.3% | -94.2% | -79.7% |
| 5Y | -96.2% | -17.0% | -79.2% | -95.7% |
| All | +15.1% | +18.4% | -3.3% | +13.7% |
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