+1,155.8%
VUG vs PLUG
-98.4%
+1,254.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.4% | -6.5% | +0.4% |
| 7D | -3.4% | +5.8% | -9.2% | -3.8% |
| 30D | -11.1% | -18.5% | +7.4% | -9.8% |
| 3M | -7.2% | -30.0% | +22.7% | -5.0% |
| 6M | -4.1% | -56.2% | +52.1% | +1.2% |
| YTD | +1.4% | -26.4% | +27.8% | +1.9% |
| 1Y | +1.9% | -42.2% | +44.1% | +4.0% |
| 3Y | +77.7% | -76.8% | +154.6% | +77.4% |
| 5Y | +57.6% | -96.2% | +153.8% | +74.6% |
| 10Y | +398.6% | +2.1% | +396.5% | +305.3% |
| All | +1,155.8% | -98.4% | +1,254.3% | +880.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling