+284.9%
NSC vs PLUG
-25.0%
+309.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.5% | +8.9% | -0.9% |
| 7D | +2.5% | -23.4% | +25.9% | +4.2% |
| 30D | +1.7% | -23.4% | +25.1% | +3.3% |
| 3M | -2.6% | -51.7% | +49.2% | +1.8% |
| 6M | +6.4% | -72.0% | +78.4% | +14.7% |
| YTD | +15.5% | -43.7% | +59.1% | +17.3% |
| 1Y | +17.6% | -55.4% | +73.0% | +21.2% |
| 3Y | +75.0% | -68.0% | +143.0% | +70.3% |
| 5Y | +32.2% | -97.4% | +129.6% | +50.9% |
| All | +284.9% | -25.0% | +309.9% | +206.5% |
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