+488.5%
NDAQ vs PLUG
-25.0%
+513.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.5% | +10.3% | +0.4% |
| 7D | +1.3% | -23.4% | +24.7% | +2.6% |
| 30D | +18.0% | -23.4% | +41.4% | +19.4% |
| 3M | +11.5% | -51.7% | +63.3% | +15.4% |
| 6M | +21.1% | -72.0% | +93.1% | +28.4% |
| YTD | +12.8% | -43.7% | +56.5% | +14.2% |
| 1Y | +25.7% | -55.4% | +81.1% | +28.7% |
| 3Y | +116.8% | -68.0% | +184.8% | +111.8% |
| 5Y | +67.3% | -97.4% | +164.7% | +86.2% |
| All | +488.5% | -25.0% | +513.5% | +426.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling