-99.7%
PLUG vs NVMI
+1,967.2%
-2,067.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.7% | +1.6% |
| 7D | -0.9% | +6.6% | -7.5% | -2.4% |
| 30D | +3.3% | -7.5% | +10.9% | +5.2% |
| 3M | -39.7% | -28.5% | -11.2% | -35.2% |
| 6M | -12.5% | -15.7% | +3.2% | -9.7% |
| YTD | +10.2% | +13.3% | -3.2% | +6.3% |
| 1Y | +50.7% | +48.3% | +2.4% | +37.3% |
| 3Y | -74.5% | +191.2% | -265.7% | -80.4% |
| 5Y | -91.8% | +268.7% | -360.5% | -93.8% |
| 10Y | +43.7% | +3,034.8% | -2,991.1% | -23.4% |
| All | -99.7% | +1,967.2% | -2,067.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling