-93.4%
PLUG vs UEC
+73.5%
-167.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.6% | +2.8% |
| 7D | -0.9% | -6.9% | +6.0% | +0.4% |
| 30D | +3.3% | +7.6% | -4.3% | +1.9% |
| 3M | -39.7% | -18.4% | -21.3% | -37.7% |
| 6M | -12.5% | -23.3% | +10.8% | -9.4% |
| YTD | +10.2% | -1.2% | +11.4% | +9.4% |
| 1Y | +50.7% | +2.3% | +48.4% | +46.2% |
| 3Y | -74.5% | +162.3% | -236.8% | -79.8% |
| 5Y | -91.8% | +287.2% | -379.0% | -94.0% |
| 10Y | +43.7% | +1,009.6% | -965.9% | -16.4% |
| All | -93.4% | +73.5% | -167.0% | -97.4% |
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