-91.9%
PLUG vs UL
+23.5%
-115.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | +3.3% | +0.5% | +2.9% | +3.3% |
| 3M | -39.7% | +17.6% | -57.3% | -41.2% |
| 6M | -12.5% | -5.4% | -7.1% | -10.8% |
| YTD | +10.2% | +0.7% | +9.4% | +9.5% |
| 1Y | +50.7% | -9.3% | +59.9% | +54.6% |
| 3Y | -74.5% | +24.5% | -99.0% | -77.2% |
| All | -91.9% | +23.5% | -115.4% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling