-12.5%
NKE vs PLUG
-25.0%
+12.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.5% | +11.1% | +1.5% |
| 7D | -1.6% | -23.4% | +21.9% | +0.6% |
| 30D | +7.6% | -23.4% | +31.1% | +9.8% |
| 3M | -6.9% | -51.7% | +44.9% | -1.5% |
| 6M | -8.5% | -72.0% | +63.5% | +0.8% |
| YTD | -38.8% | -43.7% | +4.9% | -37.5% |
| 1Y | -40.6% | -55.4% | +14.9% | -38.2% |
| 3Y | -60.9% | -68.0% | +7.1% | -62.2% |
| 5Y | -75.4% | -97.4% | +22.1% | -71.0% |
| All | -12.5% | -25.0% | +12.5% | -25.8% |
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