+508.6%
NVDA vs PLUG
-96.4%
+604.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.4% | -4.6% | +1.6% |
| 7D | -8.8% | +5.8% | -14.6% | -9.6% |
| 30D | -21.4% | -18.5% | -2.9% | -18.9% |
| 3M | -14.7% | -30.0% | +15.3% | -10.1% |
| 6M | -10.0% | -56.2% | +46.2% | +0.9% |
| YTD | +0.3% | -26.4% | +26.7% | +1.6% |
| 1Y | -0.5% | -42.2% | +41.7% | +3.9% |
| 3Y | +309.2% | -76.8% | +386.0% | +317.4% |
| All | +508.6% | -96.4% | +604.9% | +1,148.5% |
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