-74.6%
PLUG vs UL
+25.2%
-99.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | -0.9% | -1.3% | +0.4% | -1.1% |
| 30D | +3.3% | +0.5% | +2.9% | +3.5% |
| 3M | -39.7% | +17.6% | -57.3% | -38.5% |
| 6M | -12.5% | -5.4% | -7.1% | -10.0% |
| YTD | +10.2% | +0.7% | +9.4% | +11.1% |
| 1Y | +50.7% | -9.3% | +59.9% | +56.3% |
| All | -74.6% | +25.2% | -99.9% | -81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling