-91.3%
PLUG vs NLY
+26.0%
-117.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | +0.3% |
| 7D | 0.0% | -3.6% | +3.6% | +4.2% |
| 30D | -5.0% | -4.9% | 0.0% | +0.6% |
| 3M | -26.2% | +6.2% | -32.4% | -31.5% |
| 6M | -0.5% | +4.5% | -5.0% | -6.9% |
| YTD | +7.1% | +5.1% | +2.0% | -0.5% |
| 1Y | +46.5% | +13.5% | +33.0% | +23.3% |
| 3Y | -73.5% | +65.6% | -139.1% | -85.0% |
| 5Y | -91.3% | +26.9% | -118.2% | -92.1% |
| All | -91.3% | +26.0% | -117.3% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling