-12.8%
PLUG vs NTR
+98.7%
-111.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.3% |
| 7D | 0.0% | -2.5% | +2.5% | +1.5% |
| 30D | -5.0% | +17.0% | -22.0% | -13.8% |
| 3M | -26.2% | +22.2% | -48.4% | -35.4% |
| 6M | -0.5% | +5.2% | -5.6% | -5.8% |
| YTD | +7.1% | +29.7% | -22.6% | -12.0% |
| 1Y | +46.5% | +39.4% | +7.1% | +13.6% |
| 3Y | -73.5% | +38.2% | -111.7% | -79.3% |
| 5Y | -91.3% | +47.6% | -138.9% | -93.9% |
| All | -12.8% | +98.7% | -111.5% | -56.4% |
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