+66.4%
VUG vs PLUG
-96.6%
+163.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | -1.1% | -6.8% | +5.8% | -0.5% |
| 30D | -7.0% | -16.0% | +9.0% | -5.6% |
| 3M | -3.7% | -38.7% | +35.0% | +0.4% |
| 6M | -1.6% | -61.4% | +59.7% | +6.4% |
| YTD | +5.1% | -31.0% | +36.1% | +6.4% |
| 1Y | +3.8% | -46.2% | +50.0% | +7.1% |
| 3Y | +79.9% | -61.5% | +141.3% | +70.4% |
| 5Y | +66.4% | -96.9% | +163.3% | +139.1% |
| All | +66.4% | -96.6% | +163.0% | +139.1% |
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