-7.7%
PLUG vs NTRA
+1,723.2%
-1,730.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.8% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | +3.3% | +19.5% | -16.2% | -3.1% |
| 3M | -39.7% | +47.8% | -87.5% | -47.5% |
| 6M | -12.5% | +61.6% | -74.1% | -27.4% |
| YTD | +10.2% | +43.3% | -33.1% | -5.0% |
| 1Y | +50.7% | +97.0% | -46.3% | +16.8% |
| 3Y | -74.5% | +424.9% | -499.4% | -86.0% |
| 5Y | -91.8% | +165.2% | -257.0% | -95.0% |
| 10Y | +43.7% | +3,114.3% | -3,070.6% | -44.1% |
| All | -7.7% | +1,723.2% | -1,730.9% | -67.8% |
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