-99.1%
PLUG vs VFC
+492.3%
-591.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.3% |
| 7D | +5.8% | +11.2% | -5.4% | -0.5% |
| 30D | -18.5% | +41.5% | -60.1% | -33.7% |
| 3M | -30.0% | +38.9% | -68.9% | -42.8% |
| 6M | -56.2% | +6.1% | -62.3% | -59.7% |
| YTD | -26.4% | +14.5% | -40.9% | -36.3% |
| 1Y | -42.2% | +46.0% | -88.2% | -56.9% |
| 3Y | -76.8% | +36.4% | -113.2% | -85.2% |
| 5Y | -96.2% | -67.5% | -28.7% | -94.1% |
| 10Y | +2.1% | -45.8% | +48.0% | +2.2% |
| All | -99.1% | +492.3% | -591.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling