+12.2%
NEE vs PLUG
-91.8%
+104.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.0% |
| 7D | +1.9% | -0.9% | +2.9% | +2.0% |
| 30D | -2.2% | +3.3% | -5.5% | -2.5% |
| 3M | -1.2% | -39.7% | +38.5% | +2.3% |
| 6M | -8.6% | -12.5% | +3.9% | -8.7% |
| YTD | +6.2% | +10.2% | -4.0% | +3.4% |
| 1Y | +21.1% | +50.7% | -29.6% | +13.2% |
| 3Y | +36.4% | -74.5% | +110.9% | +40.4% |
| All | +12.2% | -91.8% | +104.0% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling