-95.2%
PLUG vs UPST
-20.9%
-74.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -7.2% | -12.1% | +4.9% | -3.5% |
| 30D | -16.4% | -13.4% | -2.9% | -12.7% |
| 3M | -39.0% | -31.2% | -7.7% | -32.2% |
| 6M | -61.5% | -28.3% | -33.2% | -58.0% |
| YTD | -31.2% | -53.0% | +21.8% | -16.7% |
| 1Y | -46.4% | -47.2% | +0.7% | -37.4% |
| 3Y | -61.6% | -1.5% | -60.1% | -67.5% |
| 5Y | -96.9% | -91.6% | -5.2% | -96.6% |
| All | -95.2% | -20.9% | -74.3% | -96.7% |
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