-61.3%
PLUG vs VO
+66.9%
-128.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | 0.0% | -9.0% | -8.9% |
| 7D | -3.2% | -0.2% | -3.0% | -2.6% |
| 30D | -18.7% | +0.5% | -19.2% | -19.2% |
| 3M | -35.3% | -1.1% | -34.2% | -33.4% |
| 6M | -56.2% | +6.4% | -62.6% | -61.3% |
| YTD | -30.7% | +13.5% | -44.3% | -46.3% |
| 1Y | -46.7% | +13.6% | -60.3% | -58.5% |
| 3Y | -61.3% | +65.2% | -126.5% | -93.3% |
| All | -61.3% | +66.9% | -128.2% | -93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling