-42.2%
PLUG vs UPST
-47.3%
+5.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.5% | +7.9% |
| 7D | +5.8% | -4.9% | +10.7% | +7.9% |
| 30D | -18.5% | -8.9% | -9.7% | -15.6% |
| 3M | -30.0% | -26.3% | -3.6% | -21.6% |
| 6M | -56.2% | -23.7% | -32.5% | -51.9% |
| YTD | -26.4% | -49.9% | +23.5% | -7.8% |
| 1Y | -42.2% | -42.0% | -0.3% | -33.1% |
| All | -42.2% | -47.3% | +5.1% | -33.1% |
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