-16.3%
NOW vs PLUG
-78.4%
+62.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.4% | -7.8% | -0.5% |
| 7D | -3.0% | +5.8% | -8.8% | -3.1% |
| 30D | -26.0% | -18.5% | -7.5% | -25.9% |
| 3M | -13.1% | -30.0% | +16.8% | -12.8% |
| 6M | +14.5% | -56.2% | +70.7% | +15.4% |
| YTD | -33.4% | -26.4% | -7.0% | -33.6% |
| 1Y | -40.6% | -42.2% | +1.6% | -40.6% |
| 3Y | -16.3% | -76.8% | +60.5% | -18.4% |
| All | -16.3% | -78.4% | +62.0% | -18.4% |
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