-76.8%
PLUG vs UL
+35.9%
-112.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.5% | +9.9% | +6.8% |
| 7D | +5.8% | +1.1% | +4.7% | +6.2% |
| 30D | -18.5% | +8.2% | -26.8% | -17.0% |
| 3M | -30.0% | +4.5% | -34.5% | -29.0% |
| 6M | -56.2% | +12.6% | -68.7% | -54.8% |
| YTD | -26.4% | +3.5% | -29.9% | -24.9% |
| 1Y | -42.2% | -0.4% | -41.8% | -40.7% |
| 3Y | -76.8% | +36.0% | -112.8% | -84.6% |
| All | -76.8% | +35.9% | -112.7% | -84.6% |
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