-8.5%
NFLX vs PLUG
-97.5%
+88.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -10.5% | +9.6% | 0.0% |
| 7D | -2.0% | -23.4% | +21.5% | +0.1% |
| 30D | -11.9% | -23.4% | +11.5% | -10.2% |
| 3M | -20.6% | -51.7% | +31.2% | -16.1% |
| 6M | -29.0% | -72.0% | +42.9% | -22.0% |
| YTD | -33.7% | -43.7% | +9.9% | -32.5% |
| 1Y | -46.2% | -55.4% | +9.3% | -44.1% |
| 3Y | +39.8% | -68.0% | +107.8% | +30.9% |
| All | -8.5% | -97.5% | +88.9% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling