+11.5%
NEE vs PLUG
-97.5%
+108.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.5% | +10.3% | +0.6% |
| 7D | -2.1% | -23.4% | +21.3% | -0.2% |
| 30D | +8.6% | -23.4% | +32.1% | +10.6% |
| 3M | -0.3% | -51.7% | +51.4% | +5.0% |
| 6M | -8.9% | -72.0% | +63.0% | -0.4% |
| YTD | +8.3% | -43.7% | +52.0% | +10.5% |
| 1Y | +4.3% | -55.4% | +59.7% | +8.2% |
| 3Y | +70.7% | -68.0% | +138.8% | +66.7% |
| All | +11.5% | -97.5% | +108.9% | +38.5% |
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