-99.1%
PLUG vs VICR
+493.3%
-592.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.7% | -1.3% | +4.3% |
| 7D | +5.8% | -23.1% | +29.0% | +15.7% |
| 30D | -18.5% | -48.1% | +29.5% | +0.9% |
| 3M | -30.0% | -32.8% | +2.9% | -23.1% |
| 6M | -56.2% | -47.6% | -8.6% | -49.6% |
| YTD | -26.4% | +34.0% | -60.4% | -42.4% |
| 1Y | -42.2% | +65.0% | -107.2% | -58.4% |
| 3Y | -76.8% | +277.1% | -353.9% | -89.3% |
| 5Y | -96.2% | -5.3% | -90.9% | -97.4% |
| 10Y | +2.1% | +1,075.0% | -1,072.9% | -75.5% |
| All | -99.1% | +493.3% | -592.4% | -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