-91.9%
PLUG vs UPST
-88.8%
-3.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.9% |
| 6M | -12.5% | -1.1% | -11.4% | -14.3% |
| YTD | +10.2% | -35.9% | +46.0% | +24.4% |
| 1Y | +50.7% | -57.4% | +108.1% | +93.2% |
| 3Y | -74.5% | -14.9% | -59.6% | -79.5% |
| All | -91.9% | -88.8% | -3.1% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling