+147.0%
NOK vs PLUG
-66.9%
+213.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -10.5% | +7.9% | -1.5% |
| 7D | +5.4% | -23.4% | +28.8% | +7.9% |
| 30D | -14.1% | -23.4% | +9.3% | -12.0% |
| 3M | -23.6% | -51.7% | +28.2% | -18.5% |
| 6M | -45.1% | -72.0% | +26.8% | -39.4% |
| YTD | +24.7% | -43.7% | +68.4% | +32.3% |
| 1Y | +19.0% | -55.4% | +74.4% | +27.4% |
| 3Y | +147.0% | -68.0% | +215.0% | +159.9% |
| All | +147.0% | -66.9% | +213.9% | +159.9% |
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