+52.8%
PLUG vs VIG
+241.8%
-189.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.6% |
| 7D | -0.9% | -0.4% | -0.5% | -0.2% |
| 30D | +3.3% | -1.0% | +4.3% | +5.0% |
| 3M | -39.7% | +2.8% | -42.5% | -42.4% |
| 6M | -12.5% | +8.2% | -20.7% | -23.1% |
| YTD | +10.2% | +11.0% | -0.9% | -7.2% |
| 1Y | +50.7% | +16.1% | +34.6% | +19.6% |
| 3Y | -74.5% | +56.2% | -130.7% | -87.4% |
| 5Y | -91.8% | +63.0% | -154.8% | -95.9% |
| All | +52.8% | +241.8% | -189.0% | -67.9% |
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