-91.0%
PLUG vs VIVK
-100.0%
+8.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.7% | -3.5% | +4.2% |
| 7D | +8.1% | +13.1% | -4.9% | +8.3% |
| 30D | +3.7% | -29.7% | +33.3% | +3.4% |
| 3M | -29.2% | -93.0% | +63.8% | -30.4% |
| 6M | +6.1% | -98.0% | +104.1% | +3.5% |
| YTD | +14.7% | -97.8% | +112.5% | +12.7% |
| 1Y | +56.9% | -100.0% | +156.9% | +50.6% |
| 3Y | -71.6% | -100.0% | +28.4% | -73.6% |
| 5Y | -91.0% | -100.0% | +8.9% | -91.7% |
| All | -91.0% | -100.0% | +8.9% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling