+32.3%
NSC vs PLUG
-97.5%
+129.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.5% | +8.9% | -1.1% |
| 7D | +2.5% | -23.4% | +25.9% | +3.8% |
| 30D | +1.7% | -23.4% | +25.1% | +2.9% |
| 3M | -2.6% | -51.7% | +49.2% | +0.8% |
| 6M | +6.4% | -72.0% | +78.4% | +12.9% |
| YTD | +15.5% | -43.7% | +59.1% | +16.8% |
| 1Y | +17.6% | -55.4% | +73.0% | +20.3% |
| 3Y | +75.0% | -68.0% | +143.0% | +70.7% |
| All | +32.3% | -97.5% | +129.7% | +47.2% |
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 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