-61.0%
PLUG vs VSH
+43.7%
-104.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -9.9% | -5.7% |
| 7D | -7.2% | +12.8% | -20.0% | -13.9% |
| 30D | -16.4% | -9.0% | -7.3% | -13.7% |
| 3M | -39.0% | -12.2% | -26.8% | -36.6% |
| 6M | -61.5% | -15.9% | -45.6% | -62.8% |
| YTD | -31.2% | +103.2% | -134.5% | -64.4% |
| 1Y | -46.4% | +108.4% | -154.9% | -72.7% |
| All | -61.0% | +43.7% | -104.6% | -73.8% |
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