-7.5%
NOC vs PLUG
-44.1%
+36.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.1% | -4.5% |
| 7D | -5.0% | +2.8% | -7.8% | -4.9% |
| 30D | +10.3% | -22.8% | +33.1% | +10.1% |
| 3M | -4.3% | -32.4% | +28.1% | -4.6% |
| 6M | -6.5% | -53.4% | +46.8% | -6.7% |
| YTD | -6.7% | -25.9% | +19.1% | -8.2% |
| 1Y | -7.5% | -42.1% | +34.6% | -9.0% |
| All | -7.5% | -44.1% | +36.6% | -9.0% |
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 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