-73.8%
PLUG vs VICR
+187.7%
-261.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.6% | +1.1% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | +3.3% | -13.9% | +17.3% | +7.5% |
| 3M | -39.7% | -38.4% | -1.3% | -32.2% |
| 6M | -12.5% | -7.2% | -5.3% | -16.0% |
| YTD | +10.2% | +72.0% | -61.9% | -14.0% |
| 1Y | +50.7% | +263.3% | -212.6% | -12.2% |
| All | -73.8% | +187.7% | -261.5% | -86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling