-93.5%
PLUG vs ULTA
+1,628.6%
-1,722.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.6% | +2.4% |
| 7D | -0.9% | +9.0% | -9.9% | -3.6% |
| 30D | +3.3% | +4.6% | -1.2% | +1.6% |
| 3M | -39.7% | +22.0% | -61.7% | -43.9% |
| 6M | -12.5% | -14.7% | +2.2% | -9.0% |
| YTD | +10.2% | -6.8% | +16.9% | +11.2% |
| 1Y | +50.7% | +6.5% | +44.2% | +45.5% |
| 3Y | -74.5% | +35.6% | -110.1% | -77.6% |
| 5Y | -91.8% | +47.6% | -139.4% | -92.8% |
| 10Y | +43.7% | +128.9% | -85.2% | +5.5% |
| All | -93.5% | +1,628.6% | -1,722.1% | -98.4% |
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