+2,020.8%
VGT vs PLUG
-98.4%
+2,119.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.4% | -6.1% | +0.7% |
| 7D | -7.2% | +5.8% | -13.1% | -7.7% |
| 30D | -16.1% | -18.5% | +2.4% | -14.7% |
| 3M | -9.2% | -30.0% | +20.8% | -6.6% |
| 6M | -0.7% | -56.2% | +55.5% | +5.6% |
| YTD | +15.6% | -26.4% | +42.0% | +16.6% |
| 1Y | +14.4% | -42.2% | +56.6% | +17.3% |
| 3Y | +105.2% | -76.8% | +182.1% | +105.7% |
| 5Y | +100.0% | -96.2% | +196.3% | +124.6% |
| 10Y | +712.1% | +2.1% | +710.0% | +554.5% |
| All | +2,020.8% | -98.4% | +2,119.2% | +1,596.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling