-51.7%
PLUG vs VIK
+243.7%
-295.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.1% | -11.6% | -11.0% |
| 7D | -23.4% | +2.7% | -26.2% | -24.4% |
| 30D | -23.4% | +8.8% | -32.2% | -26.3% |
| 3M | -51.7% | -15.3% | -36.4% | -48.4% |
| 6M | -72.0% | +9.4% | -81.3% | -73.5% |
| YTD | -43.7% | +25.9% | -69.5% | -50.7% |
| 1Y | -55.4% | +51.0% | -106.4% | -64.5% |
| All | -51.7% | +243.7% | -295.4% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling