-10.3%
PLUG vs NTR
+100.5%
-110.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.8% |
| 7D | -0.9% | +8.1% | -9.0% | -5.6% |
| 30D | +3.3% | +18.8% | -15.4% | -7.3% |
| 3M | -39.7% | +16.2% | -55.9% | -45.5% |
| 6M | -12.5% | +9.8% | -22.3% | -19.6% |
| YTD | +10.2% | +30.9% | -20.7% | -10.0% |
| 1Y | +50.7% | +41.8% | +8.9% | +15.6% |
| 3Y | -74.5% | +35.8% | -110.3% | -79.9% |
| 5Y | -91.8% | +51.0% | -142.8% | -94.3% |
| All | -10.3% | +100.5% | -110.8% | -55.4% |
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 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