-99.1%
PLUG vs VMC
+905.6%
-1,004.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +8.0% |
| 7D | +5.8% | +0.5% | +5.3% | +5.4% |
| 30D | -18.5% | +15.8% | -34.3% | -25.4% |
| 3M | -30.0% | +0.6% | -30.5% | -30.5% |
| 6M | -56.2% | -4.0% | -52.2% | -56.1% |
| YTD | -26.4% | -0.3% | -26.1% | -28.1% |
| 1Y | -42.2% | -0.5% | -41.7% | -43.5% |
| 3Y | -76.8% | +39.6% | -116.4% | -82.0% |
| 5Y | -96.2% | +50.1% | -146.3% | -97.1% |
| 10Y | +2.1% | +163.9% | -161.8% | -46.1% |
| All | -99.1% | +905.6% | -1,004.6% | -99.8% |
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