+55.9%
PLUG vs UL
+65.6%
-9.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.2% | +4.4% |
| 7D | +8.1% | -1.3% | +9.4% | +8.5% |
| 30D | +3.7% | +0.9% | +2.7% | +3.4% |
| 3M | -29.2% | +14.2% | -43.4% | -32.1% |
| 6M | +6.1% | -3.2% | +9.3% | +6.4% |
| YTD | +14.7% | -0.3% | +15.1% | +13.1% |
| 1Y | +56.9% | -8.8% | +65.7% | +59.3% |
| 3Y | -71.6% | +23.9% | -95.5% | -74.7% |
| 5Y | -91.0% | +21.4% | -112.4% | -92.1% |
| 10Y | +55.9% | +66.7% | -10.8% | +66.3% |
| All | +55.9% | +65.6% | -9.7% | +66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling