+191.5%
VZ vs PLUG
-99.1%
+290.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.5% | +7.4% | +0.1% |
| 7D | +5.6% | -4.9% | +10.6% | +5.8% |
| 30D | +1.9% | -27.4% | +29.3% | +2.8% |
| 3M | +0.8% | -35.7% | +36.5% | +2.1% |
| 6M | +0.6% | -59.3% | +60.0% | +3.1% |
| YTD | +20.8% | -31.5% | +52.2% | +21.0% |
| 1Y | +23.9% | -48.9% | +72.8% | +25.2% |
| 3Y | +55.7% | -79.6% | +135.3% | +55.6% |
| 5Y | +21.5% | -96.5% | +118.0% | +26.6% |
| 10Y | +68.5% | -4.9% | +73.4% | +44.9% |
| All | +191.5% | -99.1% | +290.6% | +133.6% |
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