+291.3%
NEM vs PLUG
+56.9%
+234.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.0% |
| 7D | +3.9% | +8.1% | -4.3% | +3.4% |
| 30D | +12.7% | +3.7% | +9.1% | +12.5% |
| 3M | +28.7% | -29.2% | +57.8% | +30.8% |
| 6M | +9.8% | +6.1% | +3.7% | +8.9% |
| YTD | +28.1% | +14.7% | +13.4% | +26.1% |
| 1Y | +69.3% | +56.9% | +12.4% | +62.9% |
| 3Y | +247.7% | -71.6% | +319.3% | +244.6% |
| 5Y | +153.4% | -91.0% | +244.4% | +156.8% |
| 10Y | +291.3% | +55.9% | +235.4% | +248.5% |
| All | +291.3% | +56.9% | +234.3% | +248.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling