-91.3%
PLUG vs VRSK
-11.3%
-80.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.4% |
| 7D | 0.0% | -7.7% | +7.7% | +2.6% |
| 30D | -5.0% | -2.8% | -2.1% | -4.4% |
| 3M | -26.2% | -3.7% | -22.5% | -26.9% |
| 6M | -0.5% | -12.8% | +12.3% | +2.8% |
| YTD | +7.1% | -21.0% | +28.1% | +15.8% |
| 1Y | +46.5% | -32.5% | +79.0% | +73.3% |
| 3Y | -73.5% | -26.5% | -47.0% | -73.8% |
| 5Y | -91.3% | -11.5% | -79.8% | -92.8% |
| All | -91.3% | -11.3% | -80.0% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling