-96.4%
PLUG vs VIG
+623.5%
-720.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | -39.7% | +2.8% | -42.5% | -42.4% |
| 6M | -12.5% | +8.2% | -20.7% | -23.2% |
| YTD | +10.2% | +11.0% | -0.9% | -7.4% |
| 1Y | +50.7% | +16.1% | +34.6% | +19.1% |
| 3Y | -74.5% | +56.2% | -130.7% | -87.6% |
| 5Y | -91.8% | +63.0% | -154.8% | -96.0% |
| 10Y | +43.7% | +241.4% | -197.7% | -78.8% |
| All | -96.4% | +623.5% | -720.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling