-54.6%
PLUG vs UPST
-51.0%
-3.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.9% | -2.0% | -6.0% |
| 7D | -8.1% | -13.5% | +5.4% | -2.4% |
| 30D | -20.5% | -19.6% | -0.9% | -13.1% |
| 3M | -45.9% | -34.2% | -11.7% | -36.4% |
| 6M | -65.2% | -31.2% | -34.0% | -60.0% |
| YTD | -37.1% | -56.2% | +19.2% | -17.2% |
| 1Y | -54.6% | -51.7% | -2.9% | -43.1% |
| All | -54.6% | -51.0% | -3.6% | -43.1% |
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