+43.7%
PLUG vs URA
+359.3%
-315.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.1% | +2.3% |
| 7D | -0.9% | +1.1% | -2.0% | -1.6% |
| 30D | +3.3% | +7.4% | -4.1% | -1.4% |
| 3M | -39.7% | -8.4% | -31.3% | -36.0% |
| 6M | -12.5% | -12.7% | +0.2% | -5.6% |
| YTD | +10.2% | +7.8% | +2.4% | +2.0% |
| 1Y | +50.7% | +19.5% | +31.2% | +28.0% |
| 3Y | -74.5% | +116.4% | -190.9% | -86.3% |
| 5Y | -91.8% | +134.3% | -226.1% | -95.8% |
| All | +43.7% | +359.3% | -315.5% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling