-96.8%
PLUG vs VYM
+71.0%
-167.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.4% | -9.1% | -9.6% |
| 7D | -2.8% | +0.1% | -2.9% | -3.0% |
| 30D | -18.5% | +3.0% | -21.4% | -23.5% |
| 3M | -35.1% | -1.0% | -34.0% | -33.6% |
| 6M | -56.1% | +6.4% | -62.5% | -61.8% |
| YTD | -30.5% | +15.9% | -46.4% | -49.8% |
| 1Y | -46.5% | +18.7% | -65.2% | -63.3% |
| 3Y | -61.2% | +72.8% | -134.0% | -88.5% |
| All | -96.8% | +71.0% | -167.9% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling