+52.8%
PLUG vs VSH
+173.5%
-120.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.4% | -1.6% | 0.0% |
| 7D | -0.9% | +4.1% | -5.0% | -3.4% |
| 30D | +3.3% | -4.2% | +7.5% | +5.7% |
| 3M | -39.7% | -50.0% | +10.2% | -10.8% |
| 6M | -12.5% | +80.2% | -92.7% | -47.9% |
| YTD | +10.2% | +121.1% | -110.9% | -44.6% |
| 1Y | +50.7% | +112.0% | -61.3% | -21.9% |
| 3Y | -74.5% | +22.5% | -97.0% | -81.3% |
| 5Y | -91.8% | +64.0% | -155.8% | -95.0% |
| All | +52.8% | +173.5% | -120.6% | -32.1% |
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