-97.0%
PLUG vs VSH
+45.1%
-142.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.6% | -4.2% | -6.0% |
| 7D | -8.1% | +26.2% | -34.4% | -21.1% |
| 30D | -20.5% | -12.5% | -8.0% | -15.6% |
| 3M | -45.9% | -16.9% | -28.9% | -41.6% |
| 6M | -65.2% | -17.0% | -48.2% | -66.6% |
| YTD | -37.1% | +93.8% | -130.9% | -69.8% |
| 1Y | -54.6% | +99.3% | -153.9% | -78.6% |
| 3Y | -64.9% | +35.0% | -99.9% | -77.3% |
| All | -97.0% | +45.1% | -142.1% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling