+50.0%
VG vs PLUG
-45.5%
+95.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.4% | -7.3% | -0.2% |
| 7D | -22.0% | +5.8% | -27.9% | -22.2% |
| 30D | -11.6% | -18.5% | +6.9% | -11.1% |
| 3M | -14.9% | -30.0% | +15.1% | -14.2% |
| 6M | -3.5% | -56.2% | +52.7% | -0.6% |
| YTD | +70.0% | -26.4% | +96.4% | +60.2% |
| 1Y | +50.0% | -42.2% | +92.2% | +46.6% |
| All | +50.0% | -45.5% | +95.5% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling