+24.3%
NOC vs PLUG
-63.0%
+87.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.8% | +8.5% | -0.5% |
| 7D | +4.5% | -8.1% | +12.7% | +4.4% |
| 30D | +14.1% | -20.5% | +34.6% | +13.7% |
| 3M | -4.5% | -45.9% | +41.4% | -5.2% |
| 6M | -0.8% | -65.2% | +64.4% | -1.9% |
| YTD | -2.5% | -37.1% | +34.5% | -2.9% |
| 1Y | -0.1% | -54.6% | +54.5% | -1.0% |
| All | +24.3% | -63.0% | +87.3% | +25.1% |
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