-43.6%
PLUG vs NTR
+83.5%
-127.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.2% | -8.8% | -8.9% |
| 7D | -3.2% | +4.1% | -7.3% | -5.4% |
| 30D | -18.7% | +7.0% | -25.7% | -22.3% |
| 3M | -35.3% | +9.7% | -45.0% | -39.3% |
| 6M | -56.2% | +7.4% | -63.6% | -58.8% |
| YTD | -30.7% | +19.8% | -50.5% | -40.7% |
| 1Y | -46.7% | +25.4% | -72.1% | -55.7% |
| 3Y | -61.3% | +48.6% | -109.9% | -71.5% |
| 5Y | -96.6% | +24.0% | -120.6% | -97.4% |
| All | -43.6% | +83.5% | -127.1% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling