-94.9%
PLUG vs UPST
-15.8%
-79.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.5% | +7.7% |
| 7D | +5.8% | -4.9% | +10.7% | +7.4% |
| 30D | -18.5% | -8.9% | -9.7% | -16.3% |
| 3M | -30.0% | -26.3% | -3.6% | -23.7% |
| 6M | -56.2% | -23.7% | -32.5% | -53.2% |
| YTD | -26.4% | -49.9% | +23.5% | -12.5% |
| 1Y | -42.2% | -42.0% | -0.3% | -34.3% |
| 3Y | -76.8% | -25.3% | -51.5% | -79.2% |
| 5Y | -96.2% | -93.4% | -2.8% | -95.7% |
| All | -94.9% | -15.8% | -79.1% | -96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling