-64.3%
PLUG vs VMC
+35.7%
-100.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.5% | -7.4% | -8.2% |
| 7D | -8.1% | -1.7% | -6.5% | -7.5% |
| 30D | -20.5% | +15.3% | -35.8% | -24.9% |
| 3M | -45.9% | +0.3% | -46.2% | -45.9% |
| 6M | -65.2% | +0.9% | -66.0% | -65.8% |
| YTD | -37.1% | -1.0% | -36.0% | -37.8% |
| 1Y | -54.6% | -4.3% | -50.2% | -54.3% |
| All | -64.3% | +35.7% | -100.0% | -75.9% |
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