-91.9%
PLUG vs VSXY
+42.7%
-134.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.9% | +0.3% | +3.0% |
| 7D | +8.1% | -6.8% | +14.9% | +10.0% |
| 30D | +3.7% | -20.4% | +24.0% | +10.0% |
| 3M | -29.2% | +2.9% | -32.1% | -30.9% |
| 6M | +6.1% | +67.9% | -61.8% | -14.7% |
| YTD | +14.7% | +44.9% | -30.1% | -4.4% |
| 1Y | +56.9% | +205.9% | -149.0% | -0.5% |
| 3Y | -71.6% | +373.9% | -445.5% | -87.1% |
| 5Y | -91.0% | +23.5% | -114.5% | -93.7% |
| All | -91.9% | +42.7% | -134.6% | -94.8% |
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