-40.3%
PLUG vs NVT
+488.5%
-528.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.7% | -9.8% | -10.1% |
| 7D | -23.4% | +8.0% | -31.4% | -26.7% |
| 30D | -23.4% | -24.8% | +1.3% | -11.9% |
| 3M | -51.7% | -32.4% | -19.3% | -41.5% |
| 6M | -72.0% | -33.5% | -38.5% | -66.0% |
| YTD | -43.7% | +13.2% | -56.8% | -51.0% |
| 1Y | -55.4% | +9.0% | -64.4% | -60.5% |
| 3Y | -68.0% | +129.4% | -197.4% | -83.7% |
| 5Y | -97.4% | +230.1% | -327.5% | -99.0% |
| All | -40.3% | +488.5% | -528.8% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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