-26.5%
PLUG vs VICR
+978.3%
-1,004.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.4% | -7.1% | -9.2% |
| 7D | -23.4% | +8.3% | -31.7% | -25.6% |
| 30D | -23.4% | -35.2% | +11.7% | -12.5% |
| 3M | -51.7% | -29.8% | -21.9% | -47.9% |
| 6M | -72.0% | -48.6% | -23.4% | -67.5% |
| YTD | -43.7% | +45.1% | -88.8% | -57.6% |
| 1Y | -55.4% | +79.6% | -135.0% | -69.2% |
| 3Y | -68.0% | +335.4% | -403.4% | -86.6% |
| 5Y | -97.4% | -1.0% | -96.4% | -98.3% |
| All | -26.5% | +978.3% | -1,004.8% | -78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling