-95.9%
PLUG vs ULTA
+1,935.9%
-2,031.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.1% | -8.9% | -9.0% |
| 7D | -3.2% | +4.6% | -7.8% | -4.5% |
| 30D | -18.7% | +16.5% | -35.2% | -22.6% |
| 3M | -35.3% | +21.1% | -56.4% | -39.4% |
| 6M | -56.2% | +27.4% | -83.6% | -59.9% |
| YTD | -30.7% | +9.8% | -40.5% | -33.7% |
| 1Y | -46.7% | +28.6% | -75.3% | -51.6% |
| 3Y | -61.3% | +70.5% | -131.8% | -68.5% |
| 5Y | -96.6% | +69.8% | -166.4% | -97.2% |
| 10Y | +1.1% | +180.8% | -179.7% | -30.1% |
| All | -95.9% | +1,935.9% | -2,031.8% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling