-99.1%
PLUG vs VSH
+129.8%
-228.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.7% | +1.7% | +4.5% |
| 7D | +5.8% | -12.9% | +18.8% | +13.2% |
| 30D | -18.5% | -36.9% | +18.3% | +1.7% |
| 3M | -30.0% | -28.8% | -1.2% | -18.7% |
| 6M | -56.2% | -30.3% | -25.9% | -51.3% |
| YTD | -26.4% | +62.4% | -88.8% | -48.4% |
| 1Y | -42.2% | +62.5% | -104.8% | -59.5% |
| 3Y | -76.8% | +7.4% | -84.2% | -80.4% |
| 5Y | -96.2% | +25.4% | -121.7% | -97.0% |
| 10Y | +2.1% | +102.6% | -100.5% | -36.5% |
| All | -99.1% | +129.8% | -228.9% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling