-96.5%
PLUG vs NVT
+201.4%
-297.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.0% | -0.6% | +3.0% |
| 7D | +5.8% | -15.7% | +21.5% | +15.1% |
| 30D | -18.5% | -36.6% | +18.1% | +3.2% |
| 3M | -30.0% | -34.8% | +4.9% | -13.5% |
| 6M | -56.2% | -38.2% | -18.0% | -44.5% |
| YTD | -26.4% | +4.8% | -31.2% | -33.9% |
| 1Y | -42.2% | -2.8% | -39.4% | -45.8% |
| 3Y | -76.8% | +119.5% | -196.4% | -90.0% |
| All | -96.5% | +201.4% | -297.8% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling