+1,046.6%
NRG vs PLUG
+54.0%
+992.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.5% | -3.0% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -6.8% | -5.0% | -1.8% | -6.4% |
| 3M | -7.1% | -26.2% | +19.1% | -5.1% |
| 6M | -27.6% | -0.5% | -27.1% | -28.4% |
| YTD | -29.2% | +7.1% | -36.3% | -31.0% |
| 1Y | -29.9% | +46.5% | -76.4% | -34.4% |
| 3Y | +198.7% | -73.5% | +272.1% | +195.6% |
| 5Y | +192.9% | -91.3% | +284.2% | +205.8% |
| All | +1,046.6% | +54.0% | +992.6% | +861.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling