-98.6%
PLUG vs VO
+833.6%
-932.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -2.7% |
| 7D | -6.8% | +0.2% | -7.1% | -7.1% |
| 30D | -16.0% | +2.0% | -18.1% | -18.4% |
| 3M | -38.7% | -0.3% | -38.5% | -38.1% |
| 6M | -61.4% | +7.3% | -68.6% | -65.2% |
| YTD | -31.0% | +15.0% | -45.9% | -43.6% |
| 1Y | -46.2% | +14.7% | -60.9% | -55.8% |
| 3Y | -61.5% | +67.3% | -128.8% | -81.4% |
| 5Y | -96.9% | +38.8% | -135.7% | -97.7% |
| 10Y | -7.5% | +201.6% | -209.1% | -74.9% |
| All | -98.6% | +833.6% | -932.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling