-47.2%
PLUG vs NTRA
+1,694.1%
-1,741.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.0% | -9.8% | -9.1% |
| 7D | -8.1% | -11.2% | +3.1% | -5.2% |
| 30D | -20.5% | -18.4% | -2.1% | -15.5% |
| 3M | -45.9% | +2.2% | -48.1% | -46.7% |
| 6M | -65.2% | +58.1% | -123.3% | -70.9% |
| YTD | -37.1% | +41.0% | -78.0% | -46.0% |
| 1Y | -54.6% | +54.1% | -108.7% | -62.2% |
| 3Y | -64.9% | +590.9% | -655.8% | -82.3% |
| 5Y | -97.1% | +180.7% | -277.8% | -98.3% |
| 10Y | -15.6% | +2,796.3% | -2,812.0% | -67.2% |
| All | -47.2% | +1,694.1% | -1,741.3% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling