-51.4%
VG vs PLUG
-36.0%
-15.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.5% | +3.5% | -3.1% |
| 7D | -22.0% | -4.9% | -17.1% | -21.6% |
| 30D | -14.7% | -27.4% | +12.7% | -11.7% |
| 3M | -7.1% | -35.7% | +28.6% | -2.9% |
| 6M | -11.2% | -59.3% | +48.2% | -2.8% |
| YTD | +69.8% | -31.5% | +101.3% | +67.5% |
| 1Y | +49.9% | -48.9% | +98.7% | +54.0% |
| All | -51.4% | -36.0% | -15.4% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling