-73.6%
PLUG vs NTRS
+165.3%
-238.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.1% | -3.8% |
| 7D | 0.0% | +0.3% | -0.3% | -0.3% |
| 30D | -5.0% | +0.2% | -5.1% | -5.3% |
| 3M | -26.2% | +13.2% | -39.4% | -33.5% |
| 6M | -0.5% | +36.9% | -37.4% | -24.7% |
| YTD | +7.1% | +39.1% | -32.0% | -19.0% |
| 1Y | +46.5% | +50.4% | -3.9% | +4.4% |
| All | -73.6% | +165.3% | -238.9% | -90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling