-7.5%
PLUG vs VIG
+264.3%
-271.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -2.0% |
| 7D | -6.8% | -0.3% | -6.5% | -6.2% |
| 30D | -16.0% | +4.9% | -21.0% | -22.6% |
| 3M | -38.7% | +2.9% | -41.7% | -41.7% |
| 6M | -61.4% | +11.2% | -72.6% | -67.8% |
| YTD | -31.0% | +16.0% | -46.9% | -46.0% |
| 1Y | -46.2% | +17.0% | -63.2% | -58.4% |
| 3Y | -61.5% | +66.9% | -128.3% | -82.9% |
| 5Y | -96.9% | +65.8% | -162.7% | -98.5% |
| 10Y | -7.5% | +263.6% | -271.1% | -85.0% |
| All | -7.5% | +264.3% | -271.8% | -85.0% |
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