-26.5%
PLUG vs VO
+197.6%
-224.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.5% | -10.5% |
| 7D | -23.4% | +3.1% | -26.5% | -27.6% |
| 30D | -23.4% | +2.2% | -25.6% | -26.2% |
| 3M | -51.7% | -2.5% | -49.2% | -49.1% |
| 6M | -72.0% | +7.0% | -78.9% | -75.0% |
| YTD | -43.7% | +14.0% | -57.6% | -55.0% |
| 1Y | -55.4% | +15.6% | -71.1% | -65.2% |
| 3Y | -68.0% | +66.2% | -134.2% | -86.4% |
| 5Y | -97.4% | +36.6% | -134.1% | -98.3% |
| All | -26.5% | +197.6% | -224.1% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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