+1.1%
PLUG vs VFC
-46.8%
+47.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.7% | -8.3% | -8.7% |
| 7D | -3.2% | +3.5% | -6.7% | -4.7% |
| 30D | -18.7% | +38.3% | -57.0% | -31.5% |
| 3M | -35.3% | +40.2% | -75.5% | -46.2% |
| 6M | -56.2% | +10.6% | -66.9% | -60.1% |
| YTD | -30.7% | +16.7% | -47.5% | -39.5% |
| 1Y | -46.7% | +45.0% | -91.7% | -58.8% |
| 3Y | -61.3% | +48.8% | -110.1% | -75.6% |
| 5Y | -96.6% | -67.6% | -29.0% | -94.7% |
| 10Y | +1.1% | -47.5% | +48.7% | +7.7% |
| All | +1.1% | -46.8% | +47.9% | +7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling