-71.6%
PLUG vs ULTA
+32.1%
-103.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.6% | +6.8% | +5.3% |
| 7D | +8.1% | +0.7% | +7.5% | +7.8% |
| 30D | +3.7% | -2.8% | +6.5% | +4.6% |
| 3M | -29.2% | +18.7% | -47.8% | -35.1% |
| 6M | +6.1% | -15.0% | +21.1% | +13.1% |
| YTD | +14.7% | -9.2% | +23.9% | +18.0% |
| 1Y | +56.9% | +5.7% | +51.3% | +49.0% |
| 3Y | -71.6% | +32.8% | -104.4% | -83.9% |
| All | -71.6% | +32.1% | -103.7% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling