-74.6%
PLUG vs VMC
+21.0%
-95.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.5% |
| 7D | -0.9% | -4.3% | +3.4% | +0.9% |
| 30D | +3.3% | -8.2% | +11.6% | +7.0% |
| 3M | -39.7% | -7.0% | -32.7% | -38.6% |
| 6M | -12.5% | -10.8% | -1.7% | -9.0% |
| YTD | +10.2% | -7.4% | +17.5% | +11.8% |
| 1Y | +50.7% | -9.5% | +60.2% | +54.9% |
| All | -74.6% | +21.0% | -95.7% | -78.9% |
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