+743.6%
VLO vs PLUG
+25.0%
+718.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.5% | +2.7% |
| 7D | -6.5% | +14.5% | -21.0% | -7.3% |
| 30D | -17.8% | -10.7% | -7.0% | -17.3% |
| 3M | +19.6% | -31.2% | +50.8% | +22.2% |
| 6M | +49.3% | -51.9% | +101.2% | +55.2% |
| YTD | +122.4% | -23.9% | +146.2% | +122.1% |
| 1Y | +107.4% | -43.4% | +150.8% | +110.7% |
| 3Y | +223.1% | -74.7% | +297.8% | +219.1% |
| 5Y | +432.2% | -96.3% | +528.5% | +497.7% |
| 10Y | +743.6% | +20.0% | +723.6% | +558.7% |
| All | +743.6% | +25.0% | +718.6% | +558.7% |
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