+55.9%
PLUG vs VMC
+149.2%
-93.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.8% | +5.2% |
| 7D | +8.1% | -0.5% | +8.7% | +8.4% |
| 30D | +3.7% | -9.1% | +12.8% | +9.9% |
| 3M | -29.2% | -4.1% | -25.0% | -28.6% |
| 6M | +6.1% | -5.5% | +11.6% | +7.6% |
| YTD | +14.7% | -8.9% | +23.6% | +18.5% |
| 1Y | +56.9% | -12.9% | +69.9% | +67.0% |
| 3Y | -71.6% | +22.1% | -93.7% | -76.6% |
| 5Y | -91.0% | +52.7% | -143.8% | -93.4% |
| 10Y | +55.9% | +152.7% | -96.9% | -11.6% |
| All | +55.9% | +149.2% | -93.3% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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