+768.4%
VLO vs PLUG
+6.6%
+761.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.4% | -8.8% | -1.8% |
| 7D | -13.3% | +5.8% | -19.2% | -13.7% |
| 30D | -18.3% | -18.5% | +0.2% | -17.3% |
| 3M | +14.3% | -30.0% | +44.3% | +16.6% |
| 6M | +47.6% | -56.2% | +103.8% | +54.5% |
| YTD | +116.0% | -26.4% | +142.4% | +116.2% |
| 1Y | +101.0% | -42.2% | +143.2% | +103.9% |
| 3Y | +199.0% | -76.8% | +275.9% | +197.5% |
| 5Y | +419.0% | -96.2% | +515.3% | +480.3% |
| All | +768.4% | +6.6% | +761.8% | +584.9% |
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