-68.0%
PLUG vs UMAC
+216.2%
-284.2%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -7.2% | -2.9% | -4.3% | -6.9% |
| 30D | -16.4% | -35.6% | +19.2% | -10.5% |
| 3M | -39.0% | -51.3% | +12.3% | -32.5% |
| 6M | -61.5% | -17.5% | -44.0% | -62.1% |
| YTD | -31.2% | -0.7% | -30.5% | -35.2% |
| 1Y | -46.4% | +16.5% | -62.9% | -51.0% |
| All | -68.0% | +216.2% | -284.2% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling