-74.6%
PLUG vs UPST
-13.8%
-60.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +3.4% |
| 7D | -0.9% | -3.5% | +2.6% | +0.3% |
| 30D | +3.3% | -7.1% | +10.5% | +5.9% |
| 3M | -39.7% | -13.1% | -26.6% | -37.0% |
| 6M | -12.5% | -1.1% | -11.4% | -14.4% |
| YTD | +10.2% | -35.9% | +46.0% | +24.3% |
| 1Y | +50.7% | -57.4% | +108.1% | +92.3% |
| All | -74.6% | -13.8% | -60.9% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling