-99.3%
PLUG vs NTRS
+556.6%
-655.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.3% | -10.8% | -10.7% |
| 7D | -23.4% | +3.2% | -26.6% | -25.1% |
| 30D | -23.4% | +9.6% | -33.0% | -28.1% |
| 3M | -51.7% | -6.0% | -45.8% | -49.6% |
| 6M | -72.0% | +10.4% | -82.4% | -74.1% |
| YTD | -43.7% | +32.5% | -76.1% | -54.3% |
| 1Y | -55.4% | +41.2% | -96.6% | -65.5% |
| 3Y | -68.0% | +173.4% | -241.4% | -84.8% |
| 5Y | -97.4% | +65.0% | -162.4% | -98.2% |
| 10Y | -24.5% | +192.3% | -216.8% | -67.7% |
| All | -99.3% | +556.6% | -655.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling