+281.9%
NEE vs PLUG
+25.0%
+256.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.6% | -0.3% |
| 7D | +2.2% | +14.5% | -12.4% | +1.2% |
| 30D | +12.3% | -10.7% | +23.0% | +12.9% |
| 3M | +3.4% | -31.2% | +34.6% | +5.5% |
| 6M | -5.3% | -51.9% | +46.6% | -1.6% |
| YTD | +10.6% | -23.9% | +34.4% | +10.5% |
| 1Y | +6.5% | -43.4% | +49.9% | +8.2% |
| 3Y | +73.5% | -74.7% | +148.2% | +73.0% |
| 5Y | +17.0% | -96.3% | +113.3% | +27.2% |
| 10Y | +281.9% | +20.0% | +261.9% | +253.5% |
| All | +281.9% | +25.0% | +256.9% | +253.5% |
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 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