+58.4%
PLUG vs VTR
+87.8%
-29.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.7% |
| 7D | +3.8% | -2.9% | +6.7% | +5.2% |
| 30D | +2.8% | -2.8% | +5.6% | +3.9% |
| 3M | -25.4% | +9.0% | -34.4% | -29.1% |
| 6M | -0.5% | +5.0% | -5.4% | -4.3% |
| YTD | +10.2% | +16.9% | -6.8% | +0.4% |
| 1Y | +53.9% | +34.3% | +19.6% | +30.4% |
| 3Y | -72.7% | +131.6% | -204.3% | -82.5% |
| 5Y | -91.4% | +88.0% | -179.4% | -93.9% |
| 10Y | +58.4% | +97.8% | -39.4% | +1.9% |
| All | +58.4% | +87.8% | -29.4% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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