+15.1%
PLUG vs VT
+215.5%
-200.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.0% |
| 7D | +5.8% | -2.3% | +8.2% | +11.0% |
| 30D | -18.5% | -5.0% | -13.6% | -9.6% |
| 3M | -30.0% | -4.9% | -25.1% | -22.0% |
| 6M | -56.2% | -1.5% | -54.7% | -53.9% |
| YTD | -26.4% | +8.5% | -34.9% | -35.7% |
| 1Y | -42.2% | +11.4% | -53.6% | -52.0% |
| 3Y | -76.8% | +70.1% | -146.9% | -91.0% |
| 5Y | -96.2% | +53.7% | -150.0% | -98.0% |
| All | +15.1% | +215.5% | -200.4% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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