+16.2%
NSC vs PLUG
-53.2%
+69.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.7% | +9.3% | +0.6% |
| 7D | -3.4% | -2.8% | -0.6% | -3.4% |
| 30D | +3.6% | -18.5% | +22.1% | +3.6% |
| 3M | -1.4% | -35.1% | +33.7% | -1.4% |
| 6M | +6.0% | -56.1% | +62.0% | +6.0% |
| YTD | +15.5% | -30.5% | +46.0% | +14.6% |
| 1Y | +16.2% | -46.5% | +62.7% | +16.3% |
| All | +16.2% | -53.2% | +69.5% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling