+47.9%
PLUG vs NTRS
+259.9%
-212.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -1.3% |
| 7D | -3.2% | +1.4% | -4.6% | -4.3% |
| 30D | -8.3% | -0.7% | -7.6% | -8.1% |
| 3M | -25.8% | +11.3% | -37.1% | -32.0% |
| 6M | -5.8% | +35.5% | -41.4% | -26.5% |
| YTD | +6.6% | +40.6% | -34.0% | -18.3% |
| 1Y | +39.1% | +49.2% | -10.1% | +2.3% |
| 3Y | -73.7% | +167.2% | -240.9% | -87.8% |
| 5Y | -91.3% | +94.9% | -186.2% | -94.9% |
| All | +47.9% | +259.9% | -212.0% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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