-97.7%
PLUG vs VO
+827.2%
-924.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +3.2% |
| 7D | -0.9% | -0.3% | -0.6% | -0.5% |
| 30D | +3.3% | -0.3% | +3.7% | +4.1% |
| 3M | -39.7% | +2.9% | -42.7% | -42.2% |
| 6M | -12.5% | +9.3% | -21.8% | -23.3% |
| YTD | +10.2% | +14.2% | -4.0% | -9.4% |
| 1Y | +50.7% | +15.3% | +35.4% | +23.9% |
| 3Y | -74.5% | +56.2% | -130.7% | -86.3% |
| 5Y | -91.8% | +42.4% | -134.2% | -94.2% |
| 10Y | +43.7% | +194.7% | -151.0% | -60.0% |
| All | -97.7% | +827.2% | -924.9% | -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