-42.1%
PLUG vs UDR
+14.9%
-57.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | 0.0% | +3.0% |
| 7D | +2.8% | +7.2% | -4.4% | +1.9% |
| 30D | -22.8% | +10.5% | -33.2% | -23.9% |
| 3M | -32.4% | -2.3% | -30.1% | -32.3% |
| 6M | -53.4% | +4.0% | -57.3% | -55.5% |
| YTD | -25.9% | +5.6% | -31.5% | -28.3% |
| 1Y | -42.1% | +13.0% | -55.1% | -48.2% |
| All | -42.1% | +14.9% | -57.0% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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