+16.7%
PLUG vs NVT
+712.1%
-695.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -2.5% |
| 7D | +3.8% | +7.0% | -3.2% | -0.1% |
| 30D | +2.8% | -2.3% | +5.2% | +3.9% |
| 3M | -25.4% | -3.1% | -22.3% | -25.0% |
| 6M | -0.5% | +47.0% | -47.5% | -22.4% |
| YTD | +10.2% | +56.2% | -46.1% | -18.0% |
| 1Y | +53.9% | +74.5% | -20.6% | +7.1% |
| 3Y | -72.7% | +184.0% | -256.8% | -87.4% |
| 5Y | -91.4% | +410.8% | -502.2% | -97.3% |
| All | +16.7% | +712.1% | -695.4% | -73.1% |
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