+65.8%
NOC vs PLUG
-97.5%
+163.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.5% | +10.7% | +0.2% |
| 7D | +4.8% | -23.4% | +28.3% | +4.9% |
| 30D | +11.0% | -23.4% | +34.5% | +11.1% |
| 3M | -3.8% | -51.7% | +47.9% | -3.7% |
| 6M | +0.6% | -72.0% | +72.6% | +1.0% |
| YTD | -2.3% | -43.7% | +41.4% | -2.4% |
| 1Y | +0.3% | -55.4% | +55.7% | +0.2% |
| 3Y | +24.6% | -68.0% | +92.6% | +24.4% |
| All | +65.8% | -97.5% | +163.3% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling