-42.1%
PLUG vs VFC
+52.5%
-94.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +2.5% |
| 7D | +2.8% | +21.5% | -18.7% | -1.6% |
| 30D | -22.8% | +46.7% | -69.4% | -29.5% |
| 3M | -32.4% | +38.4% | -70.8% | -37.5% |
| 6M | -53.4% | +15.2% | -68.6% | -55.2% |
| YTD | -25.9% | +17.8% | -43.7% | -31.1% |
| 1Y | -42.1% | +55.6% | -97.6% | -57.3% |
| All | -42.1% | +52.5% | -94.5% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling