+792.6%
VGT vs PLUG
+56.9%
+735.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.6% |
| 7D | +1.8% | +8.1% | -6.3% | +1.0% |
| 30D | -0.3% | +3.7% | -4.0% | -0.8% |
| 3M | +3.4% | -29.2% | +32.5% | +6.7% |
| 6M | +35.0% | +6.1% | +28.9% | +32.8% |
| YTD | +28.8% | +14.7% | +14.0% | +24.6% |
| 1Y | +38.0% | +56.9% | -19.0% | +26.5% |
| 3Y | +125.8% | -71.6% | +197.4% | +122.6% |
| 5Y | +134.7% | -91.0% | +225.8% | +153.2% |
| 10Y | +792.6% | +55.9% | +736.7% | +615.2% |
| All | +792.6% | +56.9% | +735.7% | +615.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling