-98.6%
PLUG vs VMC
+834.1%
-932.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.3% |
| 7D | -0.9% | -4.3% | +3.4% | +1.6% |
| 30D | +3.3% | -8.2% | +11.6% | +8.6% |
| 3M | -39.7% | -7.0% | -32.7% | -38.0% |
| 6M | -12.5% | -10.8% | -1.7% | -8.0% |
| YTD | +10.2% | -7.4% | +17.5% | +12.7% |
| 1Y | +50.7% | -9.5% | +60.2% | +56.4% |
| 3Y | -74.5% | +20.5% | -95.0% | -78.2% |
| 5Y | -91.8% | +51.6% | -143.3% | -93.6% |
| 10Y | +43.7% | +150.0% | -106.3% | -21.6% |
| All | -98.6% | +834.1% | -932.7% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling