-42.1%
PLUG vs NWSA
+18.2%
-60.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +4.0% |
| 7D | +2.8% | +4.3% | -1.4% | +3.4% |
| 30D | -22.8% | +5.6% | -28.3% | -22.2% |
| 3M | -32.4% | +7.3% | -39.7% | -31.7% |
| 6M | -53.4% | +18.8% | -72.2% | -53.1% |
| YTD | -25.9% | +17.9% | -43.8% | -24.0% |
| 1Y | -42.1% | +19.3% | -61.4% | -41.5% |
| All | -42.1% | +18.2% | -60.3% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling