-99.1%
PLUG vs UL
+605.3%
-704.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.5% | +9.9% | +8.5% |
| 7D | +5.8% | +1.1% | +4.7% | +5.0% |
| 30D | -18.5% | +8.2% | -26.8% | -22.0% |
| 3M | -30.0% | +4.5% | -34.5% | -32.0% |
| 6M | -56.2% | +12.6% | -68.7% | -59.5% |
| YTD | -26.4% | +3.5% | -29.9% | -30.3% |
| 1Y | -42.2% | -0.4% | -41.8% | -44.2% |
| 3Y | -76.8% | +36.0% | -112.8% | -81.3% |
| 5Y | -96.2% | +30.9% | -127.2% | -97.0% |
| 10Y | +2.1% | +97.5% | -95.4% | -37.3% |
| All | -99.1% | +605.3% | -704.4% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling