-96.0%
PLUG vs ULTA
+1,919.6%
-2,015.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -6.8% | -0.2% | -6.6% | -6.7% |
| 30D | -16.0% | +16.1% | -32.2% | -20.0% |
| 3M | -38.7% | +21.7% | -60.5% | -42.7% |
| 6M | -61.4% | +28.7% | -90.1% | -64.7% |
| YTD | -31.0% | +8.9% | -39.9% | -33.8% |
| 1Y | -46.2% | +26.1% | -72.3% | -50.9% |
| 3Y | -61.5% | +69.1% | -130.6% | -68.5% |
| 5Y | -96.9% | +66.6% | -163.5% | -97.4% |
| 10Y | -7.5% | +175.9% | -183.4% | -35.8% |
| All | -96.0% | +1,919.6% | -2,015.5% | -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