+58.4%
PLUG vs ULTA
+122.7%
-64.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.6% | -3.4% |
| 7D | +3.8% | -1.8% | +5.6% | +4.7% |
| 30D | +2.8% | -1.2% | +4.1% | +2.9% |
| 3M | -25.4% | +13.4% | -38.8% | -30.6% |
| 6M | -0.5% | -15.6% | +15.2% | +5.8% |
| YTD | +10.2% | -10.4% | +20.6% | +13.5% |
| 1Y | +53.9% | +5.5% | +48.4% | +45.8% |
| 3Y | -72.7% | +31.0% | -103.7% | -77.7% |
| 5Y | -91.4% | +41.8% | -133.2% | -93.1% |
| 10Y | +58.4% | +127.0% | -68.6% | -0.3% |
| All | +58.4% | +122.7% | -64.3% | -0.3% |
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