+55.9%
PLUG vs NWSA
+143.8%
-88.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.9% | +6.0% | +5.4% |
| 7D | +8.1% | -2.6% | +10.8% | +10.0% |
| 30D | +3.7% | +4.6% | -0.9% | +0.3% |
| 3M | -29.2% | +10.2% | -39.4% | -35.3% |
| 6M | +6.1% | +21.6% | -15.5% | -10.5% |
| YTD | +14.7% | +14.6% | +0.1% | -0.3% |
| 1Y | +56.9% | +0.4% | +56.6% | +50.2% |
| 3Y | -71.6% | +45.0% | -116.6% | -79.3% |
| 5Y | -91.0% | +41.3% | -132.3% | -93.3% |
| 10Y | +55.9% | +142.8% | -86.9% | -28.0% |
| All | +55.9% | +143.8% | -88.0% | -28.0% |
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