-95.1%
PLUG vs VSXY
+101.4%
-196.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.4% | -6.6% | -8.3% |
| 7D | -3.2% | +10.2% | -13.4% | -5.8% |
| 30D | -18.7% | +33.6% | -52.4% | -25.4% |
| 3M | -35.3% | +10.8% | -46.1% | -37.9% |
| 6M | -56.2% | +130.5% | -186.8% | -67.9% |
| YTD | -30.7% | +104.4% | -135.2% | -48.0% |
| 1Y | -46.7% | +216.5% | -263.2% | -66.1% |
| 3Y | -61.3% | +465.9% | -527.2% | -82.5% |
| 5Y | -96.6% | +123.1% | -219.7% | -97.9% |
| All | -95.1% | +101.4% | -196.5% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling