+201.0%
NRG vs PLUG
-97.5%
+298.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.5% | +9.5% | -0.1% |
| 7D | +10.0% | -23.4% | +33.4% | +12.3% |
| 30D | -3.2% | -23.4% | +20.2% | -1.3% |
| 3M | -18.5% | -51.7% | +33.2% | -13.8% |
| 6M | -25.3% | -72.0% | +46.7% | -18.0% |
| YTD | -38.1% | -43.7% | +5.5% | -36.7% |
| 1Y | -40.7% | -55.4% | +14.7% | -38.2% |
| 3Y | +121.8% | -68.0% | +189.8% | +116.3% |
| All | +201.0% | -97.5% | +298.4% | +273.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling