+25.6%
NOC vs PLUG
-74.3%
+99.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.4% | -2.5% |
| 7D | -5.2% | -0.9% | -4.3% | -5.2% |
| 30D | -7.2% | +3.3% | -10.5% | -7.1% |
| 3M | -5.1% | -39.7% | +34.6% | -5.5% |
| 6M | -31.1% | -12.5% | -18.6% | -31.1% |
| YTD | -8.6% | +10.2% | -18.7% | -8.3% |
| 1Y | -9.7% | +50.7% | -60.4% | -8.5% |
| All | +25.6% | -74.3% | +99.8% | +31.0% |
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 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