+47.9%
PLUG vs NLY
+81.8%
-33.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -3.2% | -4.0% | +0.8% | -0.2% |
| 30D | -8.3% | -5.2% | -3.1% | -4.4% |
| 3M | -25.8% | +2.8% | -28.6% | -27.5% |
| 6M | -5.8% | +4.2% | -10.0% | -9.5% |
| YTD | +6.6% | +4.7% | +1.9% | +2.3% |
| 1Y | +39.1% | +12.7% | +26.3% | +25.4% |
| 3Y | -73.7% | +62.5% | -136.3% | -81.3% |
| 5Y | -91.3% | +26.3% | -117.6% | -92.7% |
| All | +47.9% | +81.8% | -33.9% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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