-71.6%
PLUG vs NTR
+42.0%
-113.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.2% |
| 7D | +8.1% | +3.8% | +4.3% | +5.7% |
| 30D | +3.7% | +25.2% | -21.6% | -10.1% |
| 3M | -29.2% | +21.0% | -50.2% | -37.8% |
| 6M | +6.1% | +7.6% | -1.5% | -1.2% |
| YTD | +14.7% | +32.9% | -18.1% | -10.8% |
| 1Y | +56.9% | +43.1% | +13.9% | +12.3% |
| 3Y | -71.6% | +41.6% | -113.2% | -78.6% |
| All | -71.6% | +42.0% | -113.6% | -78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling