+161.3%
NOC vs PLUG
+25.0%
+136.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.8% | +2.6% |
| 7D | -2.9% | +14.5% | -17.4% | -3.2% |
| 30D | +12.1% | -10.7% | +22.9% | +12.3% |
| 3M | -5.3% | -31.2% | +25.9% | -4.7% |
| 6M | -1.0% | -51.9% | +50.9% | 0.0% |
| YTD | -4.3% | -23.9% | +19.6% | -4.4% |
| 1Y | -3.6% | -43.4% | +39.7% | -3.3% |
| 3Y | +22.9% | -74.7% | +97.6% | +23.1% |
| 5Y | +60.4% | -96.3% | +156.7% | +68.4% |
| 10Y | +161.3% | +20.0% | +141.3% | +120.0% |
| All | +161.3% | +25.0% | +136.3% | +120.0% |
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 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