+3,589.8%
NOC vs PLUG
-99.1%
+3,688.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.5% | -0.2% |
| 7D | -5.8% | +5.8% | -11.7% | -6.0% |
| 30D | +10.9% | -18.5% | +29.4% | +11.4% |
| 3M | -7.1% | -30.0% | +22.8% | -6.4% |
| 6M | -5.3% | -56.2% | +50.9% | -3.6% |
| YTD | -6.8% | -26.4% | +19.6% | -6.8% |
| 1Y | -6.7% | -42.2% | +35.5% | -6.2% |
| 3Y | +17.2% | -76.8% | +94.0% | +16.9% |
| 5Y | +56.3% | -96.2% | +152.5% | +61.9% |
| 10Y | +173.7% | +2.1% | +171.6% | +141.5% |
| All | +3,589.8% | -99.1% | +3,688.9% | +2,791.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling