+323.6%
NSC vs PLUG
+43.7%
+279.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.3% |
| 7D | -5.5% | -0.9% | -4.6% | -5.5% |
| 30D | -3.2% | +3.3% | -6.5% | -3.5% |
| 3M | +7.7% | -39.7% | +47.4% | +10.9% |
| 6M | +4.5% | -12.5% | +17.0% | +4.3% |
| YTD | +15.6% | +10.2% | +5.4% | +12.8% |
| 1Y | +19.8% | +50.7% | -30.9% | +12.5% |
| 3Y | +70.1% | -74.5% | +144.6% | +69.5% |
| 5Y | +46.1% | -91.8% | +137.9% | +52.9% |
| All | +323.6% | +43.7% | +279.9% | +223.2% |
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