-42.1%
PLUG vs VSH
+62.1%
-104.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.1% | +8.6% | +5.5% |
| 7D | +2.8% | -13.6% | +16.5% | +8.6% |
| 30D | -22.8% | -30.4% | +7.6% | -11.6% |
| 3M | -32.4% | -33.3% | +0.9% | -22.3% |
| 6M | -53.4% | -15.1% | -38.3% | -54.2% |
| YTD | -25.9% | +80.2% | -106.1% | -53.3% |
| 1Y | -42.1% | +63.4% | -105.4% | -60.9% |
| All | -42.1% | +62.1% | -104.1% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling