+48.6%
PLUG vs NTRA
+3,171.2%
-3,122.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.3% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -5.0% | +4.3% | -9.2% | -6.4% |
| 3M | -26.2% | +50.6% | -76.9% | -37.3% |
| 6M | -0.5% | +63.9% | -64.4% | -19.9% |
| YTD | +7.1% | +42.4% | -35.3% | -9.2% |
| 1Y | +46.5% | +92.1% | -45.6% | +11.2% |
| 3Y | -73.5% | +501.7% | -575.2% | -87.2% |
| 5Y | -91.3% | +171.4% | -262.7% | -95.0% |
| All | +48.6% | +3,171.2% | -3,122.6% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NTRA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling