-96.5%
PLUG vs VT
+53.2%
-149.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.1% | -3.5% | +2.2% |
| 7D | -4.9% | -4.2% | -0.8% | +5.4% |
| 30D | -27.4% | -5.8% | -21.6% | -15.9% |
| 3M | -35.7% | -5.2% | -30.5% | -26.2% |
| 6M | -59.3% | +0.1% | -59.5% | -58.8% |
| YTD | -31.5% | +8.2% | -39.7% | -42.4% |
| 1Y | -48.9% | +10.1% | -59.0% | -58.7% |
| 3Y | -79.6% | +69.7% | -149.3% | -94.1% |
| 5Y | -96.5% | +53.4% | -149.9% | -98.4% |
| All | -96.5% | +53.2% | -149.7% | -98.4% |
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