-98.0%
PLUG vs VIG
+655.7%
-753.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | 0.0% | -9.2% | -9.2% |
| 7D | -8.5% | +3.1% | -11.6% | -13.2% |
| 30D | -20.8% | +5.0% | -25.9% | -27.2% |
| 3M | -46.1% | +2.7% | -48.8% | -48.5% |
| 6M | -65.3% | +11.0% | -76.3% | -71.0% |
| YTD | -37.3% | +16.0% | -53.3% | -51.1% |
| 1Y | -54.8% | +16.3% | -71.0% | -64.8% |
| 3Y | -65.0% | +66.8% | -131.8% | -84.7% |
| 5Y | -97.1% | +64.8% | -161.9% | -98.6% |
| 10Y | -16.0% | +263.6% | -279.6% | -88.8% |
| All | -98.0% | +655.7% | -753.7% | -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