-91.3%
PLUG vs NTRS
+88.8%
-180.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.1% | -3.9% |
| 7D | 0.0% | +0.3% | -0.3% | -0.4% |
| 30D | -5.0% | +0.2% | -5.1% | -5.3% |
| 3M | -26.2% | +13.2% | -39.4% | -34.3% |
| 6M | -0.5% | +36.9% | -37.4% | -26.1% |
| YTD | +7.1% | +39.1% | -32.0% | -20.8% |
| 1Y | +46.5% | +50.4% | -3.9% | +1.6% |
| 3Y | -73.5% | +166.8% | -240.3% | -89.6% |
| 5Y | -91.3% | +92.9% | -184.1% | -95.3% |
| All | -91.3% | +88.8% | -180.0% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling