-67.7%
PLUG vs UMAC
+214.8%
-282.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -6.6% | -2.4% | -7.9% |
| 7D | -3.2% | -13.9% | +10.7% | -1.1% |
| 30D | -18.7% | -39.6% | +20.8% | -12.2% |
| 3M | -35.3% | -53.6% | +18.3% | -27.9% |
| 6M | -56.2% | -6.2% | -50.1% | -57.7% |
| YTD | -30.7% | -1.2% | -29.5% | -34.6% |
| 1Y | -46.7% | +9.7% | -56.3% | -50.8% |
| All | -67.7% | +214.8% | -282.5% | -75.1% |
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 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