+309.6%
NSC vs PLUG
+6.6%
+303.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.4% | -10.2% | -3.3% |
| 7D | -6.6% | +5.8% | -12.5% | -7.0% |
| 30D | +2.2% | -18.5% | +20.7% | +3.4% |
| 3M | -6.2% | -30.0% | +23.7% | -4.3% |
| 6M | +1.7% | -56.2% | +57.9% | +6.4% |
| YTD | +12.2% | -26.4% | +38.6% | +12.2% |
| 1Y | +15.4% | -42.2% | +57.6% | +17.0% |
| 3Y | +73.3% | -76.8% | +150.2% | +72.7% |
| 5Y | +24.7% | -96.2% | +120.9% | +38.6% |
| All | +309.6% | +6.6% | +303.0% | +222.0% |
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