-99.1%
PLUG vs VICR
+553.1%
-652.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.5% | -8.3% |
| 7D | -2.8% | -9.7% | +6.8% | +0.1% |
| 30D | -18.5% | -39.2% | +20.8% | -4.6% |
| 3M | -35.1% | -22.6% | -12.5% | -32.4% |
| 6M | -56.1% | -37.0% | -19.1% | -52.8% |
| YTD | -30.5% | +47.5% | -78.0% | -47.5% |
| 1Y | -46.5% | +75.0% | -121.5% | -62.2% |
| 3Y | -61.2% | +343.0% | -404.1% | -83.1% |
| 5Y | -96.6% | +3.9% | -100.5% | -97.8% |
| 10Y | +1.5% | +1,034.6% | -1,033.1% | -75.3% |
| All | -99.1% | +553.1% | -652.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling