-67.6%
PLUG vs VIVK
-100.0%
+32.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -12.3% | +15.2% | +2.9% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | +3.3% | -43.6% | +46.9% | +3.5% |
| 3M | -39.7% | -95.1% | +55.4% | -39.4% |
| 6M | -12.5% | -98.2% | +85.7% | -12.0% |
| YTD | +10.2% | -97.9% | +108.1% | +10.6% |
| 1Y | +50.7% | -100.0% | +150.7% | +52.5% |
| 3Y | -74.5% | -100.0% | +25.5% | -74.3% |
| 5Y | -91.8% | -100.0% | +8.2% | -91.7% |
| 10Y | +43.7% | -100.0% | +143.7% | +42.1% |
| All | -67.6% | -100.0% | +32.4% | -66.5% |
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