+49.6%
NU vs PLUG
-75.5%
+125.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +2.5% |
| 7D | +6.4% | +14.5% | -8.1% | +5.5% |
| 30D | -23.3% | -10.7% | -12.6% | -22.9% |
| 3M | -10.7% | -31.2% | +20.5% | -8.9% |
| 6M | -10.4% | -51.9% | +41.5% | -7.3% |
| YTD | -26.2% | -23.9% | -2.3% | -26.1% |
| 1Y | -22.1% | -43.4% | +21.3% | -21.0% |
| 3Y | +49.6% | -74.7% | +124.3% | +43.7% |
| All | +49.6% | -75.5% | +125.2% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling