+2,267.4%
VGT vs PLUG
-97.7%
+2,365.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.1% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | +1.3% | +3.3% | -2.0% | +1.0% |
| 3M | -1.1% | -39.7% | +38.6% | +2.8% |
| 6M | +32.6% | -12.5% | +45.1% | +33.0% |
| YTD | +29.0% | +10.2% | +18.8% | +26.1% |
| 1Y | +39.7% | +50.7% | -11.0% | +30.9% |
| 3Y | +120.9% | -74.5% | +195.4% | +119.4% |
| 5Y | +133.6% | -91.8% | +225.3% | +146.3% |
| 10Y | +792.6% | +43.7% | +748.9% | +598.7% |
| All | +2,267.4% | -97.7% | +2,365.1% | +1,734.3% |
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 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