+28.3%
NSC vs PLUG
-96.6%
+124.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.5% | +3.2% | -3.9% |
| 7D | -3.8% | -4.9% | +1.1% | -3.6% |
| 30D | +4.1% | -27.4% | +31.5% | +5.7% |
| 3M | -3.3% | -35.7% | +32.4% | -1.3% |
| 6M | +5.9% | -59.3% | +65.2% | +10.2% |
| YTD | +15.5% | -31.5% | +47.0% | +15.8% |
| 1Y | +19.3% | -48.9% | +68.2% | +21.3% |
| 3Y | +79.0% | -79.6% | +158.6% | +81.9% |
| 5Y | +28.3% | -96.5% | +124.8% | +39.3% |
| All | +28.3% | -96.6% | +124.9% | +39.3% |
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