+212.4%
NXPI vs PLUG
-25.0%
+237.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.5% | +9.7% | +0.7% |
| 7D | +6.8% | -23.4% | +30.2% | +10.8% |
| 30D | +20.0% | -23.4% | +43.5% | +24.5% |
| 3M | +14.8% | -51.7% | +66.6% | +27.1% |
| 6M | -10.5% | -72.0% | +61.5% | +6.5% |
| YTD | +23.7% | -43.7% | +67.4% | +31.1% |
| 1Y | +34.1% | -55.4% | +89.5% | +46.3% |
| 3Y | +51.2% | -68.0% | +119.3% | +49.3% |
| 5Y | +33.4% | -97.4% | +130.8% | +76.5% |
| All | +212.4% | -25.0% | +237.4% | +182.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling