-59.3%
PLUG vs UPST
-31.6%
-27.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.3% | -2.2% | -5.6% |
| 7D | -4.9% | -10.9% | +5.9% | -1.0% |
| 30D | -27.4% | -7.2% | -20.2% | -25.5% |
| 3M | -35.7% | -26.7% | -9.0% | -29.1% |
| 6M | -59.3% | -29.0% | -30.4% | -54.5% |
| All | -59.3% | -31.6% | -27.7% | -54.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling