+191.8%
VZ vs PLUG
-99.1%
+290.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.5% | +1.9% |
| 7D | +6.9% | +2.8% | +4.1% | +6.8% |
| 30D | +2.3% | -22.8% | +25.0% | +3.0% |
| 3M | 0.0% | -32.4% | +32.4% | +1.1% |
| 6M | +0.2% | -53.4% | +53.6% | +2.3% |
| YTD | +20.9% | -25.9% | +46.8% | +20.8% |
| 1Y | +25.2% | -42.1% | +67.3% | +26.0% |
| 3Y | +55.9% | -77.9% | +133.8% | +55.4% |
| 5Y | +22.6% | -96.4% | +119.0% | +27.6% |
| 10Y | +68.6% | +2.8% | +65.8% | +44.7% |
| All | +191.8% | -99.1% | +290.9% | +133.3% |
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