+1.5%
PLUG vs VMC
+136.9%
-135.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -7.9% | -8.2% |
| 7D | -2.8% | +1.1% | -4.0% | -3.4% |
| 30D | -18.5% | +17.7% | -36.1% | -26.7% |
| 3M | -35.1% | +1.1% | -36.1% | -35.8% |
| 6M | -56.1% | +1.8% | -57.9% | -57.6% |
| YTD | -30.5% | +1.5% | -32.0% | -33.1% |
| 1Y | -46.5% | -1.1% | -45.3% | -47.5% |
| 3Y | -61.2% | +38.8% | -100.0% | -70.7% |
| 5Y | -96.6% | +49.6% | -146.1% | -97.5% |
| 10Y | +1.5% | +130.6% | -129.1% | -44.3% |
| All | +1.5% | +136.9% | -135.4% | -44.3% |
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