-7.5%
PLUG vs NVMI
+2,662.5%
-2,670.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -3.3% |
| 7D | -6.8% | +15.3% | -22.2% | -14.1% |
| 30D | -16.0% | +0.1% | -16.1% | -16.3% |
| 3M | -38.7% | -14.0% | -24.8% | -33.8% |
| 6M | -61.4% | -35.2% | -26.1% | -52.8% |
| YTD | -31.0% | +3.7% | -34.7% | -36.6% |
| 1Y | -46.2% | +10.3% | -56.5% | -52.6% |
| 3Y | -61.5% | +204.8% | -266.3% | -83.8% |
| 5Y | -96.9% | +158.9% | -255.7% | -98.6% |
| 10Y | -7.5% | +2,646.9% | -2,654.4% | -82.9% |
| All | -7.5% | +2,662.5% | -2,670.0% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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