-68.0%
PLUG vs VRSK
-10.6%
-57.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.7% | -11.2% | -10.3% |
| 7D | -23.4% | +1.6% | -25.0% | -23.1% |
| 30D | -23.4% | +15.1% | -38.5% | -21.0% |
| 3M | -51.7% | +12.1% | -63.8% | -50.2% |
| 6M | -72.0% | +29.4% | -101.4% | -70.8% |
| YTD | -43.7% | -6.4% | -37.3% | -42.7% |
| 1Y | -55.4% | -3.6% | -51.9% | -54.5% |
| 3Y | -68.0% | -10.9% | -57.1% | -68.5% |
| All | -68.0% | -10.6% | -57.4% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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