-92.4%
PLUG vs UPST
+7.9%
-100.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +3.3% |
| 7D | -0.9% | -3.5% | +2.6% | +0.1% |
| 30D | +3.3% | -7.1% | +10.5% | +5.5% |
| 3M | -39.7% | -13.1% | -26.6% | -37.4% |
| 6M | -12.5% | -1.1% | -11.4% | -13.9% |
| YTD | +10.2% | -35.9% | +46.0% | +22.1% |
| 1Y | +50.7% | -57.4% | +108.1% | +85.7% |
| 3Y | -74.5% | -14.9% | -59.6% | -77.9% |
| 5Y | -91.8% | -88.7% | -3.1% | -91.7% |
| All | -92.4% | +7.9% | -100.3% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling