-76.4%
PLUG vs VRSK
+623.8%
-700.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.4% | +4.1% |
| 7D | -0.9% | -3.1% | +2.2% | +0.5% |
| 30D | +3.3% | -1.6% | +4.9% | +3.9% |
| 3M | -39.7% | +3.5% | -43.2% | -42.1% |
| 6M | -12.5% | -13.4% | +0.9% | -8.7% |
| YTD | +10.2% | -16.5% | +26.7% | +16.1% |
| 1Y | +50.7% | -30.6% | +81.3% | +74.1% |
| 3Y | -74.5% | -21.9% | -52.6% | -73.9% |
| 5Y | -91.8% | -6.3% | -85.5% | -92.5% |
| 10Y | +43.7% | +133.1% | -89.4% | -19.6% |
| All | -76.4% | +623.8% | -700.2% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling