-96.3%
PLUG vs VTR
+101.5%
-197.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +2.9% |
| 7D | +14.5% | +3.2% | +11.3% | +12.2% |
| 30D | -10.7% | +9.1% | -19.8% | -16.4% |
| 3M | -31.2% | -3.6% | -27.6% | -30.1% |
| 6M | -51.9% | +3.8% | -55.7% | -54.9% |
| YTD | -23.9% | +17.8% | -41.6% | -36.4% |
| 1Y | -43.4% | +20.5% | -63.9% | -54.0% |
| 3Y | -74.7% | +132.4% | -207.1% | -90.6% |
| 5Y | -96.3% | +99.9% | -196.2% | -98.4% |
| All | -96.3% | +101.5% | -197.8% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling