-55.4%
PLUG vs NTR
+21.2%
-76.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.5% | -10.5% |
| 7D | -23.4% | -0.3% | -23.1% | -23.4% |
| 30D | -23.4% | +2.0% | -25.4% | -23.6% |
| 3M | -51.7% | +6.4% | -58.1% | -52.1% |
| 6M | -72.0% | +1.6% | -73.6% | -72.0% |
| YTD | -43.7% | +18.2% | -61.9% | -48.1% |
| 1Y | -55.4% | +23.9% | -79.4% | -60.7% |
| All | -55.4% | +21.2% | -76.6% | -60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling