-96.5%
PLUG vs UDR
-18.0%
-78.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.2% | +8.6% | +8.5% |
| 7D | +5.8% | +3.0% | +2.9% | +2.9% |
| 30D | -18.5% | +10.3% | -28.8% | -26.1% |
| 3M | -30.0% | -2.9% | -27.0% | -28.4% |
| 6M | -56.2% | +0.3% | -56.5% | -57.8% |
| YTD | -26.4% | +3.8% | -30.2% | -31.8% |
| 1Y | -42.2% | +12.7% | -55.0% | -51.3% |
| 3Y | -76.8% | +27.6% | -104.4% | -84.7% |
| All | -96.5% | -18.0% | -78.5% | -96.2% |
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 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