-10.0%
NVDA vs PLUG
-48.8%
+38.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.4% | -7.7% | -4.7% |
| 7D | -11.6% | +14.5% | -26.1% | -13.1% |
| 30D | -22.1% | -10.7% | -11.4% | -21.1% |
| 3M | -20.1% | -31.2% | +11.1% | -16.7% |
| 6M | -16.8% | -51.9% | +35.1% | -10.8% |
| YTD | -4.0% | -23.9% | +19.9% | -1.0% |
| All | -10.0% | -48.8% | +38.8% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling