+32.9%
NEM vs PLUG
-46.9%
+79.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +0.3% | -6.8% | +7.2% | +1.3% |
| 30D | +1.1% | -16.0% | +17.2% | +3.5% |
| 3M | +1.3% | -38.7% | +40.0% | +8.1% |
| 6M | -1.4% | -61.4% | +60.0% | +9.4% |
| YTD | +19.4% | -31.0% | +50.4% | +25.3% |
| 1Y | +32.9% | -46.2% | +79.2% | +43.3% |
| All | +32.9% | -46.9% | +79.8% | +43.3% |
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