+135.2%
VGT vs PLUG
-91.4%
+226.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.3% |
| 7D | +1.5% | +3.8% | -2.4% | +1.1% |
| 30D | +0.5% | +2.8% | -2.3% | +0.1% |
| 3M | +5.3% | -25.4% | +30.7% | +8.3% |
| 6M | +32.4% | -0.5% | +32.9% | +31.1% |
| YTD | +28.6% | +10.2% | +18.4% | +24.8% |
| 1Y | +37.6% | +53.9% | -16.3% | +25.9% |
| 3Y | +125.5% | -72.7% | +198.2% | +129.9% |
| 5Y | +135.2% | -91.4% | +226.6% | +181.8% |
| All | +135.2% | -91.4% | +226.6% | +181.8% |
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