-94.8%
PLUG vs VYM
+492.8%
-587.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.5% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +3.3% | -0.5% | +3.9% | +4.2% |
| 3M | -39.7% | +3.0% | -42.7% | -42.5% |
| 6M | -12.5% | +8.2% | -20.7% | -22.3% |
| YTD | +10.2% | +15.8% | -5.7% | -11.8% |
| 1Y | +50.7% | +20.8% | +29.9% | +14.4% |
| 3Y | -74.5% | +65.3% | -139.8% | -87.6% |
| 5Y | -91.8% | +76.6% | -168.4% | -96.1% |
| 10Y | +43.7% | +203.9% | -160.2% | -68.3% |
| All | -94.8% | +492.8% | -587.6% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling