-96.4%
PLUG vs VT
+60.6%
-157.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | -0.5% |
| 7D | +2.8% | -0.3% | +3.1% | +3.6% |
| 30D | -22.8% | -1.4% | -21.3% | -19.7% |
| 3M | -32.4% | -1.4% | -31.0% | -29.5% |
| 6M | -53.4% | +5.5% | -58.8% | -58.2% |
| YTD | -25.9% | +12.8% | -38.7% | -43.6% |
| 1Y | -42.1% | +15.4% | -57.5% | -58.2% |
| 3Y | -77.9% | +76.9% | -154.8% | -94.3% |
| 5Y | -96.4% | +60.4% | -156.8% | -98.6% |
| All | -96.4% | +60.6% | -157.0% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling