+212.0%
VZ vs PLUG
-98.6%
+310.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.0% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +7.9% | +3.3% | +4.6% | +7.7% |
| 3M | +13.6% | -39.7% | +53.4% | +15.3% |
| 6M | +1.1% | -12.5% | +13.6% | +1.0% |
| YTD | +29.3% | +10.2% | +19.1% | +27.7% |
| 1Y | +21.2% | +50.7% | -29.5% | +17.6% |
| 3Y | +75.9% | -74.5% | +150.4% | +74.7% |
| 5Y | +24.1% | -91.8% | +115.9% | +25.6% |
| 10Y | +62.4% | +43.7% | +18.7% | +38.0% |
| All | +212.0% | -98.6% | +310.7% | +146.6% |
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