+58.4%
PLUG vs VIVK
-100.0%
+158.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.3% | +2.4% | -4.0% |
| 7D | +3.8% | -7.9% | +11.7% | +3.8% |
| 30D | +2.8% | -42.0% | +44.8% | +2.9% |
| 3M | -25.4% | -92.5% | +67.1% | -25.3% |
| 6M | -0.5% | -98.0% | +97.5% | -0.3% |
| YTD | +10.2% | -97.9% | +108.1% | +10.2% |
| 1Y | +53.9% | -100.0% | +153.9% | +55.4% |
| 3Y | -72.7% | -100.0% | +27.2% | -72.8% |
| 5Y | -91.4% | -100.0% | +8.6% | -91.4% |
| 10Y | +58.4% | -100.0% | +158.4% | +56.1% |
| All | +58.4% | -100.0% | +158.4% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling