+231.9%
VLO vs PLUG
-66.9%
+298.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -10.5% | +11.8% | +1.6% |
| 7D | +9.6% | -23.4% | +33.1% | +10.3% |
| 30D | -17.4% | -23.4% | +6.1% | -16.9% |
| 3M | +10.8% | -51.7% | +62.5% | +12.8% |
| 6M | +56.9% | -72.0% | +128.9% | +62.0% |
| YTD | +136.8% | -43.7% | +180.4% | +138.0% |
| 1Y | +120.7% | -55.4% | +176.1% | +122.9% |
| 3Y | +231.9% | -68.0% | +299.9% | +221.0% |
| All | +231.9% | -66.9% | +298.8% | +221.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling