+3,688.7%
NOC vs PLUG
-99.0%
+3,787.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.8% | +2.6% |
| 7D | -2.9% | +14.5% | -17.4% | -3.3% |
| 30D | +12.1% | -10.7% | +22.9% | +12.4% |
| 3M | -5.3% | -31.2% | +25.9% | -4.5% |
| 6M | -1.0% | -51.9% | +50.9% | +0.5% |
| YTD | -4.3% | -23.9% | +19.6% | -4.4% |
| 1Y | -3.6% | -43.4% | +39.7% | -3.1% |
| 3Y | +22.9% | -74.7% | +97.6% | +22.3% |
| 5Y | +60.4% | -96.3% | +156.7% | +66.4% |
| 10Y | +161.3% | +20.0% | +141.3% | +129.5% |
| All | +3,688.7% | -99.0% | +3,787.7% | +2,866.0% |
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