+43.7%
PLUG vs VT
+224.5%
-180.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.9% |
| 7D | -0.9% | +0.4% | -1.4% | -1.7% |
| 30D | +3.3% | +1.0% | +2.4% | +1.8% |
| 3M | -39.7% | +2.4% | -42.1% | -41.7% |
| 6M | -12.5% | +12.0% | -24.5% | -28.7% |
| YTD | +10.2% | +15.3% | -5.2% | -15.1% |
| 1Y | +50.7% | +22.6% | +28.1% | +5.1% |
| 3Y | -74.5% | +74.7% | -149.2% | -90.5% |
| 5Y | -91.8% | +66.1% | -157.9% | -96.3% |
| All | +43.7% | +224.5% | -180.8% | -69.0% |
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