-97.0%
PLUG vs VYM
+499.3%
-596.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.1% | -8.9% | -8.9% |
| 7D | -8.1% | +3.3% | -11.5% | -12.8% |
| 30D | -20.5% | +3.8% | -24.3% | -24.9% |
| 3M | -45.9% | -0.4% | -45.5% | -45.5% |
| 6M | -65.2% | +7.1% | -72.3% | -68.7% |
| YTD | -37.1% | +17.1% | -54.1% | -50.4% |
| 1Y | -54.6% | +18.4% | -73.0% | -64.8% |
| 3Y | -64.9% | +74.5% | -139.4% | -84.3% |
| 5Y | -97.1% | +72.5% | -169.7% | -98.6% |
| 10Y | -15.6% | +206.9% | -222.5% | -81.6% |
| All | -97.0% | +499.3% | -596.3% | -99.8% |
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