+57.3%
VUG vs PLUG
-96.4%
+153.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.4% | -6.5% | +0.2% |
| 7D | -3.4% | +5.8% | -9.2% | -3.9% |
| 30D | -11.1% | -18.5% | +7.4% | -9.5% |
| 3M | -7.2% | -30.0% | +22.7% | -4.4% |
| 6M | -4.1% | -56.2% | +52.1% | +2.4% |
| YTD | +1.4% | -26.4% | +27.8% | +2.0% |
| 1Y | +1.9% | -42.2% | +44.1% | +4.5% |
| 3Y | +77.7% | -76.8% | +154.6% | +81.0% |
| All | +57.3% | -96.4% | +153.7% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling