-74.6%
PLUG vs UDR
+4.2%
-78.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.9% | -2.0% | +1.1% | +0.4% |
| 30D | +3.3% | -5.2% | +8.5% | +7.0% |
| 3M | -39.7% | -5.8% | -33.9% | -38.1% |
| 6M | -12.5% | -1.7% | -10.8% | -13.5% |
| YTD | +10.2% | +2.4% | +7.8% | +5.2% |
| 1Y | +50.7% | -2.1% | +52.8% | +48.8% |
| All | -74.6% | +4.2% | -78.9% | -74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling