+222.2%
PLUG vs NWSA
+98.2%
+124.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.6% |
| 7D | +5.8% | -9.4% | +15.2% | +12.3% |
| 30D | -18.5% | -7.8% | -10.8% | -14.7% |
| 3M | -30.0% | -10.8% | -19.2% | -25.6% |
| 6M | -56.2% | +1.1% | -57.3% | -58.1% |
| YTD | -26.4% | +1.8% | -28.2% | -31.1% |
| 1Y | -42.2% | +6.0% | -48.2% | -47.3% |
| 3Y | -76.8% | +24.6% | -101.4% | -81.2% |
| 5Y | -96.2% | +13.1% | -109.4% | -96.7% |
| 10Y | +2.1% | +148.5% | -146.4% | -47.2% |
| All | +222.2% | +98.2% | +124.1% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling