+52.8%
PLUG vs NTRA
+3,213.0%
-3,160.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.7% |
| 7D | +3.8% | +1.6% | +2.2% | +3.2% |
| 30D | +2.8% | +3.8% | -0.9% | +1.4% |
| 3M | -25.4% | +48.2% | -73.7% | -36.2% |
| 6M | -0.5% | +61.0% | -61.4% | -19.3% |
| YTD | +10.2% | +44.2% | -34.0% | -7.0% |
| 1Y | +53.9% | +87.3% | -33.4% | +17.8% |
| 3Y | -72.7% | +509.4% | -582.2% | -86.9% |
| 5Y | -91.4% | +175.1% | -266.5% | -95.1% |
| All | +52.8% | +3,213.0% | -3,160.2% | -47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling