-96.6%
PLUG vs VNQ
+392.5%
-489.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.4% |
| 7D | -0.9% | -1.3% | +0.3% | +0.2% |
| 30D | +3.3% | -2.9% | +6.3% | +6.0% |
| 3M | -39.7% | +0.8% | -40.5% | -40.8% |
| 6M | -12.5% | +2.5% | -15.0% | -15.3% |
| YTD | +10.2% | +10.6% | -0.5% | -0.5% |
| 1Y | +50.7% | +9.1% | +41.6% | +38.4% |
| 3Y | -74.5% | +31.0% | -105.5% | -79.1% |
| 5Y | -91.8% | +4.9% | -96.7% | -91.4% |
| 10Y | +43.7% | +59.5% | -15.7% | +9.7% |
| All | -96.6% | +392.5% | -489.1% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling