-7.8%
PLUG vs VO
+202.1%
-210.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -3.4% |
| 7D | -7.2% | +0.2% | -7.4% | -7.5% |
| 30D | -16.4% | +2.0% | -18.4% | -19.1% |
| 3M | -39.0% | -0.3% | -38.7% | -38.3% |
| 6M | -61.5% | +7.3% | -68.8% | -66.0% |
| YTD | -31.2% | +15.0% | -46.2% | -46.0% |
| 1Y | -46.4% | +14.7% | -61.1% | -57.6% |
| 3Y | -61.6% | +67.3% | -128.9% | -83.9% |
| 5Y | -96.9% | +38.8% | -135.7% | -98.0% |
| 10Y | -7.8% | +201.6% | -209.4% | -79.7% |
| All | -7.8% | +202.1% | -210.0% | -79.7% |
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