-73.2%
PLUG vs NVD
-99.2%
+26.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.9% | +0.3% | +4.8% |
| 7D | +8.1% | -7.7% | +15.8% | +6.8% |
| 30D | +3.7% | -5.8% | +9.5% | +3.5% |
| 3M | -29.2% | -23.2% | -6.0% | -30.7% |
| 6M | +6.1% | -49.7% | +55.8% | -0.6% |
| YTD | +14.7% | -47.7% | +62.4% | +9.0% |
| 1Y | +56.9% | -61.3% | +118.3% | +45.3% |
| 3Y | -71.6% | -99.2% | +27.6% | -75.1% |
| All | -73.2% | -99.2% | +26.0% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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