+278.0%
NVDL vs PLUG
-63.0%
+341.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -8.8% | -0.1% | -7.6% |
| 7D | -17.5% | -8.1% | -9.3% | -16.3% |
| 30D | -49.2% | -20.5% | -28.7% | -47.4% |
| 3M | -49.0% | -45.9% | -3.1% | -44.2% |
| 6M | -50.9% | -65.2% | +14.2% | -43.5% |
| YTD | -36.7% | -37.1% | +0.4% | -32.9% |
| 1Y | -43.0% | -54.6% | +11.6% | -37.6% |
| All | +278.0% | -63.0% | +341.0% | +266.8% |
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