+1,084.8%
NRG vs PLUG
+58.4%
+1,026.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | -3.3% |
| 7D | +3.9% | +3.8% | 0.0% | +3.6% |
| 30D | -3.0% | +2.8% | -5.8% | -3.2% |
| 3M | -10.9% | -25.4% | +14.5% | -9.0% |
| 6M | -25.3% | -0.5% | -24.8% | -26.1% |
| YTD | -26.8% | +10.2% | -37.0% | -28.9% |
| 1Y | -23.3% | +53.9% | -77.2% | -28.5% |
| 3Y | +208.6% | -72.7% | +281.3% | +204.7% |
| 5Y | +194.1% | -91.4% | +285.5% | +207.6% |
| All | +1,084.8% | +58.4% | +1,026.4% | +891.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling