-41.4%
PLUG vs UL
-0.5%
-40.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +4.0% |
| 7D | +14.5% | +0.3% | +14.2% | +14.8% |
| 30D | -10.7% | +7.0% | -17.7% | -6.6% |
| 3M | -31.2% | +5.8% | -37.0% | -28.4% |
| 6M | -51.9% | +16.1% | -68.0% | -46.3% |
| YTD | -23.9% | +4.5% | -28.3% | -23.0% |
| All | -41.4% | -0.5% | -40.9% | -38.8% |
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