+65.0%
PLUG vs VICR
+1,591.3%
-1,526.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.2% |
| 7D | +8.1% | +9.8% | -1.7% | +4.5% |
| 30D | +3.7% | -12.6% | +16.3% | +8.0% |
| 3M | -29.2% | -29.7% | +0.5% | -22.6% |
| 6M | +6.1% | +18.8% | -12.7% | -8.2% |
| YTD | +14.7% | +76.4% | -61.7% | -15.7% |
| 1Y | +56.9% | +282.4% | -225.4% | -18.4% |
| 3Y | -71.6% | +206.2% | -277.8% | -85.8% |
| 5Y | -91.0% | +53.9% | -145.0% | -94.9% |
| All | +65.0% | +1,591.3% | -1,526.4% | -49.5% |
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