+15.1%
PLUG vs VSH
+95.6%
-80.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.7% | +1.7% | +3.9% |
| 7D | +5.8% | -12.9% | +18.8% | +14.7% |
| 30D | -18.5% | -36.9% | +18.3% | +6.6% |
| 3M | -30.0% | -28.8% | -1.2% | -16.4% |
| 6M | -56.2% | -30.3% | -25.9% | -51.8% |
| YTD | -26.4% | +62.4% | -88.8% | -56.5% |
| 1Y | -42.2% | +62.5% | -104.8% | -65.9% |
| 3Y | -76.8% | +7.4% | -84.2% | -82.5% |
| 5Y | -96.2% | +25.4% | -121.7% | -97.4% |
| All | +15.1% | +95.6% | -80.5% | -36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling