+58.4%
PLUG vs VYM
+202.0%
-143.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.2% |
| 7D | +3.8% | -1.0% | +4.8% | +5.4% |
| 30D | +2.8% | -2.0% | +4.9% | +6.3% |
| 3M | -25.4% | +3.1% | -28.5% | -29.1% |
| 6M | -0.5% | +8.9% | -9.3% | -13.2% |
| YTD | +10.2% | +14.7% | -4.6% | -11.3% |
| 1Y | +53.9% | +19.4% | +34.5% | +17.7% |
| 3Y | -72.7% | +65.4% | -138.1% | -87.1% |
| 5Y | -91.4% | +77.6% | -169.0% | -96.0% |
| 10Y | +58.4% | +207.8% | -149.4% | -56.2% |
| All | +58.4% | +202.0% | -143.6% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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