-18.2%
PLUG vs VEU
+150.0%
-168.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.9% | -8.3% | -7.6% |
| 7D | -8.5% | +2.4% | -10.9% | -12.1% |
| 30D | -20.8% | -2.0% | -18.8% | -17.4% |
| 3M | -46.1% | -5.1% | -40.9% | -40.0% |
| 6M | -65.3% | -0.7% | -64.6% | -64.2% |
| YTD | -37.3% | +11.0% | -48.3% | -48.0% |
| 1Y | -54.8% | +12.4% | -67.1% | -63.3% |
| 3Y | -65.0% | +69.8% | -134.8% | -85.5% |
| 5Y | -97.1% | +48.2% | -145.3% | -98.4% |
| All | -18.2% | +150.0% | -168.2% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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