-39.3%
VG vs PLUG
+2.8%
-42.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.7% |
| 7D | +1.7% | -0.9% | +2.6% | +1.8% |
| 30D | +16.0% | +3.3% | +12.7% | +15.1% |
| 3M | +9.7% | -39.7% | +49.4% | +16.3% |
| 6M | +29.6% | -12.5% | +42.1% | +27.6% |
| YTD | +112.0% | +10.2% | +101.9% | +98.7% |
| 1Y | +12.8% | +50.7% | -37.9% | -2.1% |
| All | -39.3% | +2.8% | -42.2% | -36.3% |
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 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