+15.1%
PLUG vs UEC
+704.7%
-689.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.8% | +0.6% | +5.4% |
| 7D | +5.8% | -10.2% | +16.1% | +9.3% |
| 30D | -18.5% | -26.9% | +8.4% | -10.6% |
| 3M | -30.0% | -35.7% | +5.7% | -20.4% |
| 6M | -56.2% | -56.1% | -0.1% | -44.9% |
| YTD | -26.4% | -40.8% | +14.4% | -16.1% |
| 1Y | -42.2% | -43.4% | +1.1% | -34.0% |
| 3Y | -76.8% | +25.4% | -102.2% | -81.2% |
| 5Y | -96.2% | +51.1% | -147.3% | -97.3% |
| All | +15.1% | +704.7% | -689.6% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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