+242.8%
NVDA vs PLUG
-63.0%
+305.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.8% | +4.5% | -3.7% |
| 7D | -8.5% | -8.1% | -0.3% | -7.9% |
| 30D | -27.3% | -20.5% | -6.8% | -26.1% |
| 3M | -25.8% | -45.9% | +20.1% | -22.5% |
| 6M | -24.6% | -65.2% | +40.6% | -19.3% |
| YTD | -10.7% | -37.1% | +26.4% | -8.5% |
| 1Y | -14.0% | -54.6% | +40.5% | -10.5% |
| All | +242.8% | -63.0% | +305.8% | +234.2% |
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