-76.8%
PLUG vs VMC
+38.8%
-115.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.8% |
| 7D | +5.8% | +0.5% | +5.3% | +5.6% |
| 30D | -18.5% | +15.8% | -34.3% | -22.9% |
| 3M | -30.0% | +0.6% | -30.5% | -30.2% |
| 6M | -56.2% | -4.0% | -52.2% | -55.9% |
| YTD | -26.4% | -0.3% | -26.1% | -27.4% |
| 1Y | -42.2% | -0.5% | -41.7% | -42.9% |
| 3Y | -76.8% | +39.6% | -116.4% | -81.4% |
| All | -76.8% | +38.8% | -115.6% | -81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling