-42.1%
PLUG vs UPST
-48.7%
+6.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.4% | -5.9% | 0.0% |
| 7D | +2.8% | -3.1% | +6.0% | +3.8% |
| 30D | -22.8% | -4.0% | -18.8% | -21.7% |
| 3M | -32.4% | -22.9% | -9.5% | -26.1% |
| 6M | -53.4% | -27.1% | -26.2% | -48.2% |
| YTD | -25.9% | -46.5% | +20.6% | -10.9% |
| 1Y | -42.1% | -49.4% | +7.4% | -29.4% |
| All | -42.1% | -48.7% | +6.6% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 1y: compounded portfolio wealth divided by compounded UPST 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…
1y analysis · Full analysis span regression · 6 months rolling