-91.9%
PLUG vs VFC
-79.1%
-12.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.5% | +1.6% |
| 7D | -0.9% | -1.6% | +0.7% | -0.1% |
| 30D | +3.3% | -11.6% | +15.0% | +9.9% |
| 3M | -39.7% | -18.1% | -21.6% | -35.1% |
| 6M | -12.5% | -27.4% | +14.9% | -1.1% |
| YTD | +10.2% | -24.8% | +35.0% | +21.5% |
| 1Y | +50.7% | -8.2% | +58.9% | +47.4% |
| 3Y | -74.5% | -29.1% | -45.4% | -76.0% |
| All | -91.9% | -79.1% | -12.8% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling