-7.5%
PLUG vs URA
+277.9%
-285.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.7% |
| 7D | -6.8% | +2.9% | -9.7% | -8.4% |
| 30D | -16.0% | -10.8% | -5.2% | -8.9% |
| 3M | -38.7% | -25.5% | -13.2% | -24.9% |
| 6M | -61.4% | -41.2% | -20.1% | -44.5% |
| YTD | -31.0% | -21.3% | -9.7% | -20.6% |
| 1Y | -46.2% | -25.7% | -20.5% | -36.1% |
| 3Y | -61.5% | +43.1% | -104.5% | -72.1% |
| 5Y | -96.9% | +35.6% | -132.5% | -97.7% |
| 10Y | -7.5% | +281.3% | -288.8% | -57.1% |
| All | -7.5% | +277.9% | -285.4% | -57.1% |
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