+754.3%
VLO vs PLUG
-2.2%
+756.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | -0.4% | -6.8% | +6.4% | 0.0% |
| 30D | -16.6% | -16.0% | -0.5% | -15.8% |
| 3M | +12.3% | -38.7% | +51.0% | +15.6% |
| 6M | +47.8% | -61.4% | +109.2% | +56.1% |
| YTD | +126.7% | -31.0% | +157.7% | +127.9% |
| 1Y | +105.4% | -46.2% | +151.6% | +109.3% |
| 3Y | +222.0% | -61.5% | +283.5% | +209.1% |
| 5Y | +449.8% | -96.9% | +546.7% | +526.0% |
| 10Y | +754.3% | -7.5% | +761.8% | +588.0% |
| All | +754.3% | -2.2% | +756.5% | +588.0% |
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