+77.7%
VUG vs PLUG
-78.4%
+156.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.4% | -6.5% | +0.6% |
| 7D | -3.4% | +5.8% | -9.2% | -3.7% |
| 30D | -11.1% | -18.5% | +7.4% | -10.3% |
| 3M | -7.2% | -30.0% | +22.7% | -5.9% |
| 6M | -4.1% | -56.2% | +52.1% | -1.0% |
| YTD | +1.4% | -26.4% | +27.8% | +2.0% |
| 1Y | +1.9% | -42.2% | +44.1% | +3.3% |
| 3Y | +77.7% | -76.8% | +154.6% | +73.5% |
| All | +77.7% | -78.4% | +156.1% | +73.5% |
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