+332.4%
NEM vs PLUG
+25.0%
+307.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.1% | +3.3% |
| 7D | +14.7% | +14.5% | +0.2% | +13.9% |
| 30D | +6.2% | -10.7% | +16.9% | +6.8% |
| 3M | +11.0% | -31.2% | +42.2% | +13.1% |
| 6M | +7.9% | -51.9% | +59.8% | +11.7% |
| YTD | +26.2% | -23.9% | +50.0% | +26.9% |
| 1Y | +51.5% | -43.4% | +94.9% | +54.3% |
| 3Y | +290.6% | -74.7% | +365.3% | +291.5% |
| 5Y | +153.1% | -96.3% | +249.4% | +165.6% |
| 10Y | +332.4% | +20.0% | +312.4% | +298.1% |
| All | +332.4% | +25.0% | +307.4% | +298.1% |
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