+14,981.8%
NVDA vs PLUG
+43.7%
+14,938.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.4% |
| 7D | +5.9% | -0.9% | +6.8% | +6.0% |
| 30D | +5.1% | +3.3% | +1.7% | +4.5% |
| 3M | +5.4% | -39.7% | +45.1% | +13.4% |
| 6M | +26.0% | -12.5% | +38.5% | +26.3% |
| YTD | +23.7% | +10.2% | +13.5% | +18.0% |
| 1Y | +34.4% | +50.7% | -16.3% | +17.2% |
| 3Y | +375.8% | -74.5% | +450.3% | +370.5% |
| 5Y | +911.8% | -91.8% | +1,003.5% | +1,094.8% |
| All | +14,981.8% | +43.7% | +14,938.1% | +11,542.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling