+15.1%
PLUG vs VIG
+257.3%
-242.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +8.0% |
| 7D | +5.8% | -1.8% | +7.6% | +9.2% |
| 30D | -18.5% | +2.7% | -21.2% | -22.1% |
| 3M | -30.0% | 0.0% | -29.9% | -29.9% |
| 6M | -56.2% | +6.8% | -62.9% | -60.8% |
| YTD | -26.4% | +12.1% | -38.5% | -39.0% |
| 1Y | -42.2% | +14.8% | -57.1% | -53.9% |
| 3Y | -76.8% | +62.4% | -139.3% | -89.4% |
| 5Y | -96.2% | +59.6% | -155.8% | -98.1% |
| All | +15.1% | +257.3% | -242.2% | -78.5% |
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