-68.0%
PLUG vs VSH
+31.2%
-99.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.2% | -6.3% | -8.2% |
| 7D | -23.4% | +14.3% | -37.8% | -29.1% |
| 30D | -23.4% | -7.9% | -15.6% | -21.4% |
| 3M | -51.7% | -19.9% | -31.9% | -47.2% |
| 6M | -72.0% | -30.5% | -41.4% | -69.5% |
| YTD | -43.7% | +85.7% | -129.3% | -69.3% |
| 1Y | -55.4% | +98.9% | -154.4% | -76.9% |
| 3Y | -68.0% | +32.1% | -100.1% | -77.4% |
| All | -68.0% | +31.2% | -99.2% | -77.4% |
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