+55.9%
PLUG vs UDR
+42.1%
+13.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.9% | +4.6% |
| 7D | +8.1% | -2.1% | +10.2% | +9.6% |
| 30D | +3.7% | -5.6% | +9.3% | +7.5% |
| 3M | -29.2% | -5.8% | -23.4% | -27.2% |
| 6M | +6.1% | -1.1% | +7.2% | +5.1% |
| YTD | +14.7% | +1.6% | +13.1% | +11.5% |
| 1Y | +56.9% | -2.7% | +59.6% | +56.3% |
| 3Y | -71.6% | +6.3% | -77.9% | -73.6% |
| 5Y | -91.0% | -19.3% | -71.7% | -90.1% |
| 10Y | +55.9% | +46.0% | +9.9% | +33.4% |
| All | +55.9% | +42.1% | +13.7% | +33.4% |
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