-97.3%
PLUG vs VCLT
-16.7%
-80.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.4% | -10.1% | -9.8% |
| 7D | -23.4% | -2.3% | -21.2% | -20.2% |
| 30D | -23.4% | +0.8% | -24.2% | -24.1% |
| 3M | -51.7% | -2.7% | -49.1% | -49.3% |
| 6M | -72.0% | -4.3% | -67.7% | -69.6% |
| YTD | -43.7% | -4.3% | -39.3% | -39.0% |
| 1Y | -55.4% | -4.4% | -51.1% | -51.6% |
| 3Y | -68.0% | +13.8% | -81.8% | -72.5% |
| All | -97.3% | -16.7% | -80.7% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling