+51.1%
NEM vs PLUG
-44.1%
+95.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.5% | +6.4% | +9.4% |
| 7D | +3.7% | +2.8% | +0.9% | +3.3% |
| 30D | +2.0% | -22.8% | +24.7% | +5.5% |
| 3M | +21.1% | -32.4% | +53.5% | +27.4% |
| 6M | +9.5% | -53.4% | +62.9% | +18.9% |
| YTD | +19.1% | -25.9% | +44.9% | +24.1% |
| 1Y | +51.1% | -42.1% | +93.2% | +60.7% |
| All | +51.1% | -44.1% | +95.2% | +60.7% |
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