+91.0%
NI vs PLUG
-78.4%
+169.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.4% | -8.1% | -0.8% |
| 7D | -0.9% | +5.8% | -6.8% | -1.1% |
| 30D | +9.6% | -18.5% | +28.2% | +10.0% |
| 3M | +2.5% | -30.0% | +32.4% | +3.0% |
| 6M | -5.8% | -56.2% | +50.4% | -4.6% |
| YTD | +8.6% | -26.4% | +35.0% | +8.5% |
| 1Y | +6.0% | -42.2% | +48.2% | +6.4% |
| 3Y | +91.0% | -76.8% | +167.9% | +93.4% |
| All | +91.0% | -78.4% | +169.4% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling