+105.5%
V vs PLUG
-96.4%
+201.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.6% | -0.3% |
| 7D | -0.8% | +14.5% | -15.3% | -1.4% |
| 30D | +9.5% | -10.7% | +20.2% | +10.0% |
| 3M | +16.7% | -31.2% | +47.9% | +18.4% |
| 6M | +32.9% | -51.9% | +84.9% | +36.5% |
| YTD | +21.1% | -23.9% | +45.0% | +20.9% |
| 1Y | +26.6% | -43.4% | +70.0% | +28.0% |
| 3Y | +78.4% | -74.7% | +153.1% | +78.8% |
| 5Y | +105.5% | -96.3% | +201.8% | +145.1% |
| All | +105.5% | -96.4% | +201.8% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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