-77.6%
PLUG vs VIVK
-100.0%
+22.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -23.6% | +27.0% | +3.5% |
| 7D | +14.5% | -44.2% | +58.7% | +14.6% |
| 30D | -10.7% | -90.0% | +79.3% | -10.3% |
| 3M | -31.2% | -98.0% | +66.8% | -30.6% |
| 6M | -51.9% | -99.9% | +48.0% | -51.3% |
| YTD | -23.9% | -99.9% | +76.1% | -23.0% |
| 1Y | -43.4% | -100.0% | +56.6% | -42.5% |
| 3Y | -74.7% | -100.0% | +25.3% | -74.3% |
| 5Y | -96.3% | -100.0% | +3.7% | -96.3% |
| 10Y | +20.0% | -100.0% | +120.0% | +19.6% |
| All | -77.6% | -100.0% | +22.4% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling