-91.0%
PLUG vs VYM
+77.8%
-168.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.6% | +5.1% |
| 7D | +8.1% | +0.1% | +8.0% | +7.8% |
| 30D | +3.7% | -1.3% | +4.9% | +6.4% |
| 3M | -29.2% | +4.1% | -33.2% | -35.2% |
| 6M | +6.1% | +9.8% | -3.7% | -13.4% |
| YTD | +14.7% | +15.3% | -0.6% | -15.6% |
| 1Y | +56.9% | +20.0% | +36.9% | +7.5% |
| 3Y | -71.6% | +66.2% | -137.9% | -90.5% |
| 5Y | -91.0% | +77.5% | -168.6% | -96.9% |
| All | -91.0% | +77.8% | -168.9% | -96.9% |
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