+20.0%
PLUG vs URA
+307.1%
-287.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.2% | -2.7% | -0.8% |
| 7D | +14.5% | +4.3% | +10.2% | +11.4% |
| 30D | -10.7% | -11.7% | +1.0% | -2.6% |
| 3M | -31.2% | -23.5% | -7.7% | -17.2% |
| 6M | -51.9% | -37.8% | -14.2% | -33.5% |
| YTD | -23.9% | -19.6% | -4.2% | -13.8% |
| 1Y | -43.4% | -24.8% | -18.6% | -33.4% |
| 3Y | -74.7% | +47.0% | -121.7% | -82.1% |
| 5Y | -96.3% | +35.4% | -131.7% | -97.3% |
| 10Y | +20.0% | +302.3% | -282.3% | -51.2% |
| All | +20.0% | +307.1% | -287.1% | -51.2% |
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