+1.1%
PLUG vs VICR
+1,054.9%
-1,053.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.1% | -7.9% | -8.6% |
| 7D | -3.2% | -9.7% | +6.5% | -0.3% |
| 30D | -18.7% | -39.2% | +20.5% | -5.0% |
| 3M | -35.3% | -22.6% | -12.7% | -32.7% |
| 6M | -56.2% | -37.0% | -19.3% | -53.1% |
| YTD | -30.7% | +47.5% | -78.2% | -48.2% |
| 1Y | -46.7% | +75.0% | -121.7% | -62.8% |
| 3Y | -61.3% | +343.0% | -404.3% | -83.9% |
| 5Y | -96.6% | +3.9% | -100.5% | -97.8% |
| 10Y | +1.1% | +1,034.6% | -1,033.5% | -70.7% |
| All | +1.1% | +1,054.9% | -1,053.7% | -70.7% |
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