-46.2%
PLUG vs VMC
-2.2%
-44.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -6.8% | -4.3% | -2.6% | -5.4% |
| 30D | -16.0% | +16.2% | -32.3% | -20.3% |
| 3M | -38.7% | -0.8% | -37.9% | -38.7% |
| 6M | -61.4% | +1.2% | -62.5% | -62.1% |
| YTD | -31.0% | +0.5% | -31.4% | -37.8% |
| 1Y | -46.2% | -2.9% | -43.3% | -49.3% |
| All | -46.2% | -2.2% | -44.0% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling