-99.1%
PLUG vs VFC
+503.6%
-602.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.3% |
| 7D | -2.8% | +3.5% | -6.3% | -4.6% |
| 30D | -18.5% | +38.3% | -56.7% | -32.7% |
| 3M | -35.1% | +40.2% | -75.2% | -47.2% |
| 6M | -56.1% | +10.6% | -66.7% | -60.6% |
| YTD | -30.5% | +16.7% | -47.2% | -40.4% |
| 1Y | -46.5% | +45.0% | -91.5% | -59.9% |
| 3Y | -61.2% | +48.8% | -110.0% | -76.7% |
| 5Y | -96.6% | -67.6% | -29.0% | -94.7% |
| 10Y | +1.5% | -47.5% | +49.0% | +4.1% |
| All | -99.1% | +503.6% | -602.8% | -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