-95.9%
PLUG vs UEC
+7.8%
-103.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -5.9% | -3.1% | -7.9% |
| 7D | -3.2% | -5.2% | +2.0% | -2.2% |
| 30D | -18.7% | -22.0% | +3.2% | -15.0% |
| 3M | -35.3% | -37.0% | +1.7% | -29.8% |
| 6M | -56.2% | -52.7% | -3.5% | -50.2% |
| YTD | -30.7% | -38.6% | +7.9% | -25.0% |
| 1Y | -46.7% | -44.6% | -2.1% | -41.6% |
| 3Y | -61.3% | +27.1% | -88.5% | -65.1% |
| 5Y | -96.6% | +37.9% | -134.5% | -97.1% |
| 10Y | +1.1% | +631.6% | -630.5% | -36.2% |
| All | -95.9% | +7.8% | -103.7% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling