-46.6%
PLUG vs UMAC
+549.5%
-596.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.3% | -5.2% | +2.7% |
| 7D | +8.1% | +14.7% | -6.6% | +5.8% |
| 30D | +3.7% | -0.5% | +4.2% | +2.8% |
| 3M | -29.2% | +0.5% | -29.7% | -30.6% |
| 6M | +6.1% | +57.9% | -51.8% | -6.7% |
| YTD | +14.7% | +103.9% | -89.2% | -3.1% |
| 1Y | +56.9% | +159.3% | -102.3% | +28.0% |
| All | -46.6% | +549.5% | -596.1% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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