-91.9%
PLUG vs UEC
+274.7%
-366.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.6% | +2.8% |
| 7D | -0.9% | -6.9% | +6.0% | +1.7% |
| 30D | +3.3% | +7.6% | -4.3% | +0.4% |
| 3M | -39.7% | -18.4% | -21.3% | -36.0% |
| 6M | -12.5% | -23.3% | +10.8% | -7.0% |
| YTD | +10.2% | -1.2% | +11.4% | +7.1% |
| 1Y | +50.7% | +2.3% | +48.4% | +38.3% |
| 3Y | -74.5% | +162.3% | -236.8% | -86.0% |
| All | -91.9% | +274.7% | -366.6% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling