-98.6%
PLUG vs VFC
+288.7%
-387.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.5% | +1.5% |
| 7D | -0.9% | -1.6% | +0.7% | 0.0% |
| 30D | +3.3% | -11.6% | +15.0% | +10.8% |
| 3M | -39.7% | -18.1% | -21.6% | -34.5% |
| 6M | -12.5% | -27.4% | +14.9% | +0.2% |
| YTD | +10.2% | -24.8% | +35.0% | +22.8% |
| 1Y | +50.7% | -8.2% | +58.9% | +47.5% |
| 3Y | -74.5% | -29.1% | -45.4% | -76.3% |
| 5Y | -91.8% | -79.2% | -12.6% | -83.3% |
| 10Y | +43.7% | -68.1% | +111.8% | +98.2% |
| All | -98.6% | +288.7% | -387.4% | -99.6% |
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