-46.2%
PLUG vs VFC
+43.0%
-89.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -6.8% | -1.4% | -5.5% | -6.5% |
| 30D | -16.0% | +30.7% | -46.8% | -20.5% |
| 3M | -38.7% | +40.6% | -79.4% | -43.1% |
| 6M | -61.4% | +16.5% | -77.8% | -62.7% |
| YTD | -31.0% | +16.2% | -47.1% | -34.9% |
| 1Y | -46.2% | +42.4% | -88.7% | -55.3% |
| All | -46.2% | +43.0% | -89.3% | -55.3% |
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