-74.6%
PLUG vs VSH
+24.4%
-99.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.4% | -1.6% | +0.4% |
| 7D | -0.9% | +4.1% | -5.0% | -3.1% |
| 30D | +3.3% | -4.2% | +7.5% | +5.5% |
| 3M | -39.7% | -50.0% | +10.2% | -14.3% |
| 6M | -12.5% | +80.2% | -92.7% | -47.0% |
| YTD | +10.2% | +121.1% | -110.9% | -43.7% |
| 1Y | +50.7% | +112.0% | -61.3% | -20.7% |
| All | -74.6% | +24.4% | -99.1% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling