+58.4%
PLUG vs VICR
+1,508.7%
-1,450.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.9% | -2.2% |
| 7D | +3.8% | +1.3% | +2.6% | +3.4% |
| 30D | +2.8% | -11.9% | +14.8% | +6.9% |
| 3M | -25.4% | -35.1% | +9.7% | -16.0% |
| 6M | -0.5% | +8.1% | -8.6% | -10.8% |
| YTD | +10.2% | +67.8% | -57.6% | -17.5% |
| 1Y | +53.9% | +267.3% | -213.4% | -18.9% |
| 3Y | -72.7% | +191.2% | -263.9% | -86.1% |
| 5Y | -91.4% | +48.1% | -139.5% | -95.0% |
| 10Y | +58.4% | +1,546.1% | -1,487.7% | -50.6% |
| All | +58.4% | +1,508.7% | -1,450.3% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VICR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling