-97.3%
PLUG vs UDR
-20.8%
-76.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.9% | -11.3% | -11.3% |
| 7D | -23.4% | -0.4% | -23.1% | -23.2% |
| 30D | -23.4% | +7.8% | -31.2% | -29.0% |
| 3M | -51.7% | -2.8% | -49.0% | -50.7% |
| 6M | -72.0% | -1.4% | -70.5% | -72.5% |
| YTD | -43.7% | +3.4% | -47.1% | -47.6% |
| 1Y | -55.4% | +9.9% | -65.3% | -61.4% |
| 3Y | -68.0% | +28.5% | -96.5% | -78.6% |
| All | -97.3% | -20.8% | -76.6% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling