-42.1%
PLUG vs VIVK
-100.0%
+57.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -27.5% | +31.0% | +3.8% |
| 7D | +2.8% | -68.7% | +71.5% | +4.0% |
| 30D | -22.8% | -90.0% | +67.3% | -21.3% |
| 3M | -32.4% | -98.1% | +65.6% | -30.8% |
| 6M | -53.4% | -99.9% | +46.6% | -52.4% |
| YTD | -25.9% | -99.9% | +74.0% | -24.3% |
| 1Y | -42.1% | -100.0% | +57.9% | -24.8% |
| All | -42.1% | -100.0% | +57.9% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling