+20.0%
PLUG vs NWSA
+159.6%
-139.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.8% | +3.0% |
| 7D | +14.5% | -10.5% | +25.0% | +23.1% |
| 30D | -10.7% | -8.8% | -2.0% | -5.5% |
| 3M | -31.2% | -6.5% | -24.7% | -28.9% |
| 6M | -51.9% | -1.3% | -50.6% | -53.2% |
| YTD | -23.9% | +2.5% | -26.3% | -29.4% |
| 1Y | -43.4% | +0.2% | -43.6% | -46.4% |
| 3Y | -74.7% | +27.6% | -102.3% | -80.2% |
| 5Y | -96.3% | +17.0% | -113.3% | -96.9% |
| 10Y | +20.0% | +148.3% | -128.3% | -55.5% |
| All | +20.0% | +159.6% | -139.6% | -55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling