+152.6%
NOK vs PLUG
-75.5%
+228.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.4% | +3.3% | +6.5% |
| 7D | -1.4% | +14.5% | -15.9% | -2.6% |
| 30D | -21.0% | -10.7% | -10.3% | -20.3% |
| 3M | -12.6% | -31.2% | +18.6% | -9.9% |
| 6M | -36.2% | -51.9% | +15.7% | -32.6% |
| YTD | +26.4% | -23.9% | +50.3% | +30.2% |
| 1Y | +19.6% | -43.4% | +63.0% | +24.5% |
| 3Y | +152.6% | -74.7% | +227.3% | +158.4% |
| All | +152.6% | -75.5% | +228.1% | +158.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling