-98.6%
PLUG vs NLY
+1,434.3%
-1,532.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.4% |
| 7D | +8.1% | +0.4% | +7.7% | +7.9% |
| 30D | +3.7% | -1.4% | +5.1% | +4.6% |
| 3M | -29.2% | +12.0% | -41.2% | -33.8% |
| 6M | +6.1% | +8.3% | -2.2% | +0.9% |
| YTD | +14.7% | +8.6% | +6.1% | +9.2% |
| 1Y | +56.9% | +16.9% | +40.0% | +43.0% |
| 3Y | -71.6% | +71.0% | -142.6% | -78.3% |
| 5Y | -91.0% | +31.1% | -122.1% | -92.0% |
| 10Y | +55.9% | +81.0% | -25.1% | +16.3% |
| All | -98.6% | +1,434.3% | -1,532.9% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling