-94.7%
PLUG vs VT
+356.1%
-450.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +0.7% | -1.6% | +2.3% | +3.5% |
| 30D | -25.8% | -2.5% | -23.3% | -22.4% |
| 3M | -32.2% | -1.3% | -30.9% | -30.2% |
| 6M | -54.7% | +3.1% | -57.8% | -56.1% |
| YTD | -28.4% | +10.9% | -39.4% | -38.4% |
| 1Y | -48.7% | +12.1% | -60.8% | -56.4% |
| 3Y | -78.7% | +73.9% | -152.6% | -90.7% |
| 5Y | -96.5% | +58.0% | -154.5% | -98.0% |
| 10Y | -4.7% | +225.5% | -230.2% | -79.2% |
| All | -94.7% | +356.1% | -450.8% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling