-28.5%
NOK vs PLUG
-98.6%
+70.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.2% | +2.4% |
| 7D | -1.8% | -0.9% | -0.8% | -1.7% |
| 30D | +4.7% | +3.3% | +1.4% | +4.4% |
| 3M | -39.7% | -39.7% | +0.1% | -36.7% |
| 6M | +23.1% | -12.5% | +35.6% | +24.3% |
| YTD | +55.0% | +10.2% | +44.9% | +52.0% |
| 1Y | +118.0% | +50.7% | +67.3% | +103.8% |
| 3Y | +170.5% | -74.5% | +245.0% | +169.7% |
| 5Y | +84.9% | -91.8% | +176.6% | +96.1% |
| 10Y | +112.0% | +43.7% | +68.3% | +48.0% |
| All | -28.5% | -98.6% | +70.1% | -56.1% |
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