+729.0%
NEM vs PLUG
-99.1%
+828.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +0.3% | -6.8% | +7.2% | +0.5% |
| 30D | +1.1% | -16.0% | +17.2% | +1.7% |
| 3M | +1.3% | -38.7% | +40.0% | +2.8% |
| 6M | -1.4% | -61.4% | +60.0% | +1.4% |
| YTD | +19.4% | -31.0% | +50.4% | +20.2% |
| 1Y | +32.9% | -46.2% | +79.2% | +34.7% |
| 3Y | +267.0% | -61.5% | +328.5% | +264.9% |
| 5Y | +131.0% | -96.9% | +227.9% | +140.4% |
| 10Y | +379.9% | -7.5% | +387.4% | +346.5% |
| All | +729.0% | -99.1% | +828.1% | +612.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling