-17.9%
PLUG vs VIG
+262.6%
-280.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -8.8% |
| 7D | -8.1% | +3.1% | -11.2% | -12.8% |
| 30D | -20.5% | +5.0% | -25.6% | -26.8% |
| 3M | -45.9% | +2.7% | -48.5% | -48.2% |
| 6M | -65.2% | +11.0% | -76.1% | -70.8% |
| YTD | -37.1% | +16.0% | -53.0% | -50.8% |
| 1Y | -54.6% | +16.3% | -70.8% | -64.5% |
| 3Y | -64.9% | +66.8% | -131.7% | -84.4% |
| 5Y | -97.1% | +64.8% | -161.9% | -98.6% |
| All | -17.9% | +262.6% | -280.5% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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