-97.3%
PLUG vs VIG
+64.4%
-161.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.5% | -10.5% |
| 7D | -23.4% | +3.5% | -26.9% | -29.0% |
| 30D | -23.4% | +4.9% | -28.4% | -31.2% |
| 3M | -51.7% | +2.5% | -54.3% | -54.4% |
| 6M | -72.0% | +11.0% | -83.0% | -77.8% |
| YTD | -43.7% | +16.0% | -59.6% | -59.4% |
| 1Y | -55.4% | +17.5% | -73.0% | -68.8% |
| 3Y | -68.0% | +67.0% | -135.0% | -89.8% |
| All | -97.3% | +64.4% | -161.8% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling