+202.4%
VLO vs PLUG
-74.3%
+276.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.1% |
| 7D | +5.2% | -0.9% | +6.1% | +5.2% |
| 30D | +22.6% | +3.3% | +19.3% | +22.4% |
| 3M | +43.8% | -39.7% | +83.5% | +45.4% |
| 6M | +65.7% | -12.5% | +78.2% | +65.4% |
| YTD | +131.1% | +10.2% | +120.9% | +128.9% |
| 1Y | +143.6% | +50.7% | +92.9% | +138.4% |
| All | +202.4% | -74.3% | +276.7% | +190.3% |
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