+23.4%
PLUG vs NTNX
+146.9%
-123.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.1% |
| 7D | 0.0% | -3.9% | +3.9% | +1.3% |
| 30D | -5.0% | +1.7% | -6.7% | -5.5% |
| 3M | -26.2% | +31.7% | -58.0% | -32.7% |
| 6M | -0.5% | +69.4% | -69.8% | -17.3% |
| YTD | +7.1% | +26.6% | -19.5% | -2.9% |
| 1Y | +46.5% | -15.2% | +61.7% | +49.5% |
| 3Y | -73.5% | +80.9% | -154.4% | -80.8% |
| 5Y | -91.3% | +53.3% | -144.6% | -93.7% |
| All | +23.4% | +146.9% | -123.5% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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