-91.9%
PLUG vs NWSA
+40.7%
-132.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.7% | +4.3% |
| 7D | -0.9% | -1.9% | +1.0% | +0.6% |
| 30D | +3.3% | +4.6% | -1.2% | -0.9% |
| 3M | -39.7% | +13.2% | -52.9% | -47.3% |
| 6M | -12.5% | +27.0% | -39.5% | -32.0% |
| YTD | +10.2% | +16.8% | -6.7% | -8.8% |
| 1Y | +50.7% | +4.5% | +46.2% | +38.1% |
| 3Y | -74.5% | +46.2% | -120.7% | -83.9% |
| All | -91.9% | +40.7% | -132.6% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling