-19.4%
PLUG vs NVT
+487.2%
-506.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.7% | -4.3% | -0.9% |
| 7D | +14.5% | -7.5% | +22.0% | +18.2% |
| 30D | -10.7% | -31.5% | +20.8% | +8.5% |
| 3M | -31.2% | -30.4% | -0.8% | -18.1% |
| 6M | -51.9% | -32.5% | -19.5% | -42.1% |
| YTD | -23.9% | +12.9% | -36.8% | -33.7% |
| 1Y | -43.4% | +3.7% | -47.1% | -48.3% |
| 3Y | -74.7% | +135.8% | -210.5% | -87.5% |
| 5Y | -96.3% | +232.7% | -329.0% | -98.5% |
| All | -19.4% | +487.2% | -506.5% | -78.2% |
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