-55.4%
PLUG vs UPST
-49.8%
-5.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.1% | -12.6% | -11.3% |
| 7D | -23.4% | -10.6% | -12.8% | -19.8% |
| 30D | -23.4% | -14.0% | -9.5% | -18.7% |
| 3M | -51.7% | -36.8% | -14.9% | -42.8% |
| 6M | -72.0% | -27.5% | -44.4% | -68.5% |
| YTD | -43.7% | -55.3% | +11.6% | -27.4% |
| 1Y | -55.4% | -47.5% | -7.9% | -45.3% |
| All | -55.4% | -49.8% | -5.6% | -45.3% |
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