+20.0%
PLUG vs VIG
+267.0%
-247.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | -0.7% |
| 7D | +14.5% | +0.4% | +14.1% | +13.9% |
| 30D | -10.7% | +4.3% | -15.0% | -16.7% |
| 3M | -31.2% | +2.0% | -33.2% | -33.5% |
| 6M | -51.9% | +10.2% | -62.1% | -59.2% |
| YTD | -23.9% | +14.8% | -38.6% | -39.4% |
| 1Y | -43.4% | +17.5% | -60.9% | -56.6% |
| 3Y | -74.7% | +67.4% | -142.1% | -89.0% |
| 5Y | -96.3% | +63.4% | -159.7% | -98.2% |
| 10Y | +20.0% | +259.9% | -239.9% | -79.6% |
| All | +20.0% | +267.0% | -247.0% | -79.6% |
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