+201.1%
NRG vs PLUG
-91.6%
+292.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.2% |
| 7D | +9.3% | +8.1% | +1.1% | +8.6% |
| 30D | +1.3% | +3.7% | -2.4% | +1.0% |
| 3M | -6.0% | -29.2% | +23.2% | -3.8% |
| 6M | -22.0% | +6.1% | -28.1% | -23.3% |
| YTD | -24.1% | +14.7% | -38.9% | -26.4% |
| 1Y | -18.0% | +56.9% | -75.0% | -23.6% |
| 3Y | +220.0% | -71.6% | +291.6% | +217.5% |
| 5Y | +201.1% | -91.0% | +292.2% | +214.3% |
| All | +201.1% | -91.6% | +292.7% | +214.3% |
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