-26.5%
PLUG vs VNQ
+83.2%
-109.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.5% | -10.5% |
| 7D | -23.4% | +0.8% | -24.2% | -24.1% |
| 30D | -23.4% | +6.8% | -30.2% | -29.5% |
| 3M | -51.7% | -1.3% | -50.4% | -51.0% |
| 6M | -72.0% | +2.4% | -74.3% | -73.3% |
| YTD | -43.7% | +12.1% | -55.8% | -52.4% |
| 1Y | -55.4% | +12.0% | -67.4% | -62.3% |
| 3Y | -68.0% | +44.8% | -112.8% | -79.3% |
| 5Y | -97.4% | +6.9% | -104.3% | -97.5% |
| All | -26.5% | +83.2% | -109.7% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling