-91.0%
PLUG vs VIG
+63.6%
-154.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +5.8% |
| 7D | +8.1% | -0.4% | +8.5% | +8.9% |
| 30D | +3.7% | -2.1% | +5.8% | +8.4% |
| 3M | -29.2% | +3.3% | -32.5% | -34.3% |
| 6M | +6.1% | +9.3% | -3.2% | -12.7% |
| YTD | +14.7% | +10.1% | +4.6% | -6.9% |
| 1Y | +56.9% | +14.7% | +42.2% | +18.8% |
| 3Y | -71.6% | +56.9% | -128.5% | -89.4% |
| 5Y | -91.0% | +62.9% | -154.0% | -96.5% |
| All | -91.0% | +63.6% | -154.6% | -96.5% |
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 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