+3,519.3%
NOC vs PLUG
-98.6%
+3,618.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.4% | -2.6% |
| 7D | -5.2% | -0.9% | -4.3% | -5.2% |
| 30D | -7.2% | +3.3% | -10.5% | -7.3% |
| 3M | -5.1% | -39.7% | +34.6% | -4.0% |
| 6M | -31.1% | -12.5% | -18.6% | -31.1% |
| YTD | -8.6% | +10.2% | -18.7% | -9.4% |
| 1Y | -9.7% | +50.7% | -60.4% | -11.8% |
| 3Y | +24.3% | -74.5% | +98.8% | +23.8% |
| 5Y | +52.6% | -91.8% | +144.4% | +54.6% |
| 10Y | +183.6% | +43.7% | +139.9% | +148.2% |
| All | +3,519.3% | -98.6% | +3,618.0% | +2,709.0% |
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 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