-92.3%
PLUG vs VSXY
+37.4%
-129.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.1% |
| 7D | -0.9% | -14.0% | +13.1% | +3.2% |
| 30D | +3.3% | -15.9% | +19.2% | +7.9% |
| 3M | -39.7% | +3.4% | -43.1% | -41.4% |
| 6M | -12.5% | +25.9% | -38.4% | -22.9% |
| YTD | +10.2% | +39.5% | -29.3% | -7.2% |
| 1Y | +50.7% | +194.4% | -143.7% | -3.4% |
| 3Y | -74.5% | +281.4% | -355.9% | -87.4% |
| 5Y | -91.8% | +12.8% | -104.6% | -94.1% |
| All | -92.3% | +37.4% | -129.6% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling