-46.2%
PLUG vs UL
-2.4%
-43.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -1.4% |
| 7D | -6.8% | -1.7% | -5.1% | -7.7% |
| 30D | -16.0% | +4.5% | -20.5% | -13.5% |
| 3M | -38.7% | +5.5% | -44.2% | -36.4% |
| 6M | -61.4% | +17.0% | -78.4% | -56.9% |
| YTD | -31.0% | +3.2% | -34.1% | -30.7% |
| 1Y | -46.2% | -1.9% | -44.4% | -44.1% |
| All | -46.2% | -2.4% | -43.9% | -44.1% |
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