-96.5%
PLUG vs UPST
-93.2%
-3.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.3% | -2.2% | -5.7% |
| 7D | -4.9% | -10.9% | +5.9% | -1.1% |
| 30D | -27.4% | -7.2% | -20.2% | -25.5% |
| 3M | -35.7% | -26.7% | -9.0% | -28.7% |
| 6M | -59.3% | -29.0% | -30.4% | -55.0% |
| YTD | -31.5% | -49.4% | +17.9% | -16.3% |
| 1Y | -48.9% | -47.0% | -1.9% | -38.8% |
| 3Y | -79.6% | -27.0% | -52.6% | -82.8% |
| 5Y | -96.5% | -93.3% | -3.2% | -96.0% |
| All | -96.5% | -93.2% | -3.3% | -96.0% |
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