-1.7%
PLUG vs VIK
+236.8%
-238.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +3.0% |
| 7D | +8.1% | +3.6% | +4.5% | +6.5% |
| 30D | +3.7% | -16.7% | +20.4% | +11.9% |
| 3M | -29.2% | -1.1% | -28.1% | -29.5% |
| 6M | +6.1% | +27.8% | -21.7% | -8.1% |
| YTD | +14.7% | +23.3% | -8.6% | +1.4% |
| 1Y | +56.9% | +38.2% | +18.8% | +30.6% |
| All | -1.7% | +236.8% | -238.6% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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