+20.0%
PLUG vs UDR
+54.2%
-34.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.1% | +3.2% |
| 7D | +14.5% | +2.2% | +12.3% | +12.8% |
| 30D | -10.7% | +8.0% | -18.8% | -15.3% |
| 3M | -31.2% | -3.3% | -27.9% | -30.0% |
| 6M | -51.9% | +1.0% | -53.0% | -53.2% |
| YTD | -23.9% | +4.2% | -28.0% | -27.4% |
| 1Y | -43.4% | +10.8% | -54.2% | -48.5% |
| 3Y | -74.7% | +30.1% | -104.8% | -79.6% |
| 5Y | -96.3% | -18.9% | -77.4% | -96.0% |
| 10Y | +20.0% | +53.4% | -33.4% | +1.5% |
| All | +20.0% | +54.2% | -34.2% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling