-61.3%
PLUG vs NTRA
+586.3%
-647.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.6% | -6.4% | -7.9% |
| 7D | -3.2% | -19.7% | +16.5% | +5.6% |
| 30D | -18.7% | -22.1% | +3.4% | -10.1% |
| 3M | -35.3% | -2.0% | -33.3% | -35.7% |
| 6M | -56.2% | +60.6% | -116.9% | -66.2% |
| YTD | -30.7% | +36.2% | -66.9% | -43.2% |
| 1Y | -46.7% | +51.0% | -97.7% | -58.9% |
| 3Y | -61.3% | +567.5% | -628.8% | -92.5% |
| All | -61.3% | +586.3% | -647.6% | -92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling