+444.8%
NVDA vs PLUG
-97.5%
+542.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.5% | +8.5% | -0.4% |
| 7D | -12.7% | -23.4% | +10.7% | -9.1% |
| 30D | -26.4% | -23.4% | -3.0% | -23.4% |
| 3M | -27.6% | -51.7% | +24.1% | -19.3% |
| 6M | -27.7% | -72.0% | +44.2% | -13.2% |
| YTD | -12.5% | -43.7% | +31.2% | -7.7% |
| 1Y | -12.6% | -55.4% | +42.8% | -5.0% |
| 3Y | +235.9% | -68.0% | +304.0% | +208.4% |
| All | +444.8% | -97.5% | +542.2% | +1,101.0% |
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