+129.8%
NOK vs PLUG
+48.6%
+81.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.4% |
| 7D | +9.3% | +3.8% | +5.5% | +9.0% |
| 30D | +17.9% | +2.8% | +15.0% | +17.6% |
| 3M | -22.3% | -25.4% | +3.1% | -20.5% |
| 6M | +36.4% | -0.5% | +36.8% | +36.6% |
| YTD | +66.3% | +10.2% | +56.2% | +64.2% |
| 1Y | +134.4% | +53.9% | +80.5% | +122.0% |
| 3Y | +186.6% | -72.7% | +259.3% | +187.4% |
| 5Y | +102.7% | -91.4% | +194.1% | +115.2% |
| 10Y | +129.8% | +58.4% | +71.4% | +99.4% |
| All | +129.8% | +48.6% | +81.2% | +99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling