-26.5%
PLUG vs ULTA
+174.9%
-201.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.5% | -12.0% | -11.2% |
| 7D | -23.4% | +2.5% | -25.9% | -24.3% |
| 30D | -23.4% | +11.5% | -35.0% | -27.4% |
| 3M | -51.7% | +28.1% | -79.9% | -57.5% |
| 6M | -72.0% | +34.2% | -106.2% | -76.0% |
| YTD | -43.7% | +9.2% | -52.9% | -47.3% |
| 1Y | -55.4% | +23.7% | -79.2% | -61.1% |
| 3Y | -68.0% | +69.2% | -137.2% | -77.1% |
| 5Y | -97.4% | +66.6% | -164.0% | -98.1% |
| All | -26.5% | +174.9% | -201.4% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 10y: compounded portfolio wealth divided by compounded ULTA 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…
10y analysis · Full analysis span regression · 6 months rolling