-26.6%
PLUG vs NVT
+477.1%
-503.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.7% | -7.3% | -8.0% |
| 7D | -3.2% | -13.0% | +9.8% | +3.4% |
| 30D | -18.7% | -32.7% | +14.0% | -0.3% |
| 3M | -35.3% | -30.6% | -4.7% | -22.8% |
| 6M | -56.2% | -33.6% | -22.6% | -46.7% |
| YTD | -30.7% | +11.0% | -41.7% | -39.0% |
| 1Y | -46.7% | +0.8% | -47.4% | -50.5% |
| 3Y | -61.3% | +125.7% | -187.0% | -80.1% |
| 5Y | -96.6% | +231.1% | -327.7% | -98.7% |
| All | -26.6% | +477.1% | -503.7% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling