+717.1%
VLO vs PLUG
+9.2%
+707.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.0% | +7.3% | -1.1% |
| 7D | -9.5% | -3.2% | -6.3% | -9.4% |
| 30D | -19.1% | -18.7% | -0.4% | -18.2% |
| 3M | +11.4% | -35.3% | +46.7% | +14.2% |
| 6M | +46.7% | -56.2% | +103.0% | +53.5% |
| YTD | +118.6% | -30.7% | +149.3% | +119.7% |
| 1Y | +99.9% | -46.7% | +146.6% | +103.8% |
| 3Y | +210.5% | -61.3% | +271.8% | +198.0% |
| 5Y | +432.7% | -96.6% | +529.3% | +500.9% |
| 10Y | +717.1% | +1.1% | +716.0% | +542.0% |
| All | +717.1% | +9.2% | +707.9% | +542.0% |
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