+309.2%
NVDA vs PLUG
-78.4%
+387.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.4% | -4.6% | +2.3% |
| 7D | -8.8% | +5.8% | -14.6% | -9.1% |
| 30D | -21.4% | -18.5% | -2.9% | -20.4% |
| 3M | -14.7% | -30.0% | +15.3% | -12.8% |
| 6M | -10.0% | -56.2% | +46.2% | -5.8% |
| YTD | +0.3% | -26.4% | +26.7% | +1.5% |
| 1Y | -0.5% | -42.2% | +41.7% | +1.7% |
| 3Y | +309.2% | -76.8% | +386.0% | +289.4% |
| All | +309.2% | -78.4% | +387.5% | +289.4% |
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