+15.1%
PLUG vs VO
+196.6%
-181.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.7% |
| 7D | +5.8% | -2.6% | +8.4% | +11.2% |
| 30D | -18.5% | -0.9% | -17.6% | -16.8% |
| 3M | -30.0% | -3.0% | -26.9% | -25.4% |
| 6M | -56.2% | +2.2% | -58.4% | -57.5% |
| YTD | -26.4% | +10.6% | -37.0% | -37.8% |
| 1Y | -42.2% | +12.5% | -54.7% | -52.5% |
| 3Y | -76.8% | +61.4% | -138.2% | -89.8% |
| 5Y | -96.2% | +33.4% | -129.6% | -97.3% |
| All | +15.1% | +196.6% | -181.5% | -71.2% |
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