+28.0%
NU vs PLUG
-96.9%
+124.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -10.5% | +22.2% | +13.4% |
| 7D | +9.9% | -23.4% | +33.3% | +14.4% |
| 30D | -11.5% | -23.4% | +12.0% | -8.0% |
| 3M | -5.1% | -51.7% | +46.6% | +6.2% |
| 6M | +3.1% | -72.0% | +75.1% | +24.6% |
| YTD | -21.0% | -43.7% | +22.6% | -17.6% |
| 1Y | -15.2% | -55.4% | +40.2% | -8.4% |
| 3Y | +56.4% | -68.0% | +124.5% | +39.2% |
| All | +28.0% | -96.9% | +124.9% | +181.9% |
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