-42.2%
PLUG vs VSH
+58.3%
-100.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.7% | +1.7% | +5.1% |
| 7D | +5.8% | -12.9% | +18.8% | +11.6% |
| 30D | -18.5% | -36.9% | +18.3% | -3.0% |
| 3M | -30.0% | -28.8% | -1.2% | -21.1% |
| 6M | -56.2% | -30.3% | -25.9% | -53.7% |
| YTD | -26.4% | +62.4% | -88.8% | -54.1% |
| 1Y | -42.2% | +62.5% | -104.8% | -64.2% |
| All | -42.2% | +58.3% | -100.5% | -64.2% |
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