-96.7%
PLUG vs VYM
+493.3%
-590.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.4% | -9.1% | -9.4% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -18.5% | +3.0% | -21.4% | -22.0% |
| 3M | -35.1% | -1.0% | -34.0% | -34.0% |
| 6M | -56.1% | +6.4% | -62.5% | -60.1% |
| YTD | -30.5% | +15.9% | -46.4% | -44.4% |
| 1Y | -46.5% | +18.7% | -65.2% | -58.6% |
| 3Y | -61.2% | +72.8% | -134.0% | -82.3% |
| 5Y | -96.6% | +71.2% | -167.8% | -98.3% |
| 10Y | +1.5% | +203.5% | -202.0% | -77.5% |
| All | -96.7% | +493.3% | -590.0% | -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