+3,031.9%
NEE vs PLUG
-98.6%
+3,130.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -0.9% |
| 7D | +1.9% | -0.9% | +2.9% | +2.0% |
| 30D | -2.2% | +3.3% | -5.5% | -2.4% |
| 3M | -1.2% | -39.7% | +38.5% | +0.9% |
| 6M | -8.6% | -12.5% | +3.9% | -8.6% |
| YTD | +6.2% | +10.2% | -4.0% | +4.6% |
| 1Y | +21.1% | +50.7% | -29.6% | +16.6% |
| 3Y | +36.4% | -74.5% | +110.9% | +35.8% |
| 5Y | +11.4% | -91.8% | +103.1% | +14.1% |
| 10Y | +250.0% | +43.7% | +206.3% | +203.3% |
| All | +3,031.9% | -98.6% | +3,130.5% | +2,256.6% |
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