+2,060.0%
VGT vs PLUG
-98.5%
+2,158.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.0% | +7.7% | -0.6% |
| 7D | -4.1% | -3.2% | -0.9% | -3.9% |
| 30D | -13.6% | -18.7% | +5.1% | -12.2% |
| 3M | -8.0% | -35.3% | +27.3% | -4.8% |
| 6M | -1.5% | -56.2% | +54.8% | +4.8% |
| YTD | +17.7% | -30.7% | +48.4% | +19.3% |
| 1Y | +13.8% | -46.7% | +60.5% | +17.5% |
| 3Y | +101.6% | -61.3% | +162.9% | +95.7% |
| 5Y | +106.7% | -96.6% | +203.3% | +134.0% |
| 10Y | +717.0% | +1.1% | +715.9% | +560.0% |
| All | +2,060.0% | -98.5% | +2,158.6% | +1,636.2% |
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 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