+52.8%
PLUG vs NVMI
+3,176.5%
-3,123.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.5% |
| 7D | +3.8% | +6.9% | -3.1% | 0.0% |
| 30D | +2.8% | -2.8% | +5.7% | +4.5% |
| 3M | -25.4% | -27.3% | +1.9% | -12.6% |
| 6M | -0.5% | -13.7% | +13.2% | +3.4% |
| YTD | +10.2% | +13.8% | -3.7% | -3.4% |
| 1Y | +53.9% | +34.9% | +19.0% | +22.2% |
| 3Y | -72.7% | +213.5% | -286.3% | -88.9% |
| 5Y | -91.4% | +272.5% | -363.9% | -96.8% |
| All | +52.8% | +3,176.5% | -3,123.7% | -74.4% |
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