+72.7%
NEM vs PLUG
+45.6%
+27.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.1% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | +23.1% | +3.3% | +19.7% | +22.7% |
| 3M | +18.5% | -39.7% | +58.2% | +23.2% |
| 6M | +7.8% | -12.5% | +20.3% | +8.2% |
| YTD | +29.1% | +10.2% | +19.0% | +27.4% |
| 1Y | +72.7% | +50.7% | +22.0% | +68.0% |
| All | +72.7% | +45.6% | +27.0% | +68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling