-42.1%
PLUG vs UL
+1.7%
-43.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.3% | +5.4% |
| 7D | +2.8% | +4.7% | -1.8% | +5.6% |
| 30D | -22.8% | +11.6% | -34.3% | -17.7% |
| 3M | -32.4% | +5.3% | -37.7% | -30.1% |
| 6M | -53.4% | +16.0% | -69.4% | -48.3% |
| YTD | -25.9% | +5.0% | -30.9% | -25.1% |
| 1Y | -42.1% | +1.1% | -43.2% | -37.8% |
| All | -42.1% | +1.7% | -43.7% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling