-54.1%
PLUG vs NTR
+81.1%
-135.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.5% | -10.5% |
| 7D | -23.4% | -0.3% | -23.1% | -23.3% |
| 30D | -23.4% | +2.0% | -25.4% | -24.6% |
| 3M | -51.7% | +6.4% | -58.1% | -53.9% |
| 6M | -72.0% | +1.6% | -73.6% | -72.7% |
| YTD | -43.7% | +18.2% | -61.9% | -51.4% |
| 1Y | -55.4% | +23.9% | -79.4% | -62.8% |
| 3Y | -68.0% | +44.7% | -112.7% | -76.0% |
| 5Y | -97.4% | +21.3% | -118.7% | -98.0% |
| All | -54.1% | +81.1% | -135.3% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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