-61.3%
PLUG vs NTR
+46.8%
-108.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.2% | -8.8% | -8.9% |
| 7D | -3.2% | +4.1% | -7.3% | -5.2% |
| 30D | -18.7% | +7.0% | -25.7% | -21.9% |
| 3M | -35.3% | +9.7% | -45.0% | -39.0% |
| 6M | -56.2% | +7.4% | -63.6% | -58.6% |
| YTD | -30.7% | +19.8% | -50.5% | -42.0% |
| 1Y | -46.7% | +25.4% | -72.1% | -57.1% |
| 3Y | -61.3% | +48.6% | -109.9% | -74.2% |
| All | -61.3% | +46.8% | -108.1% | -74.2% |
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