-42.2%
PLUG vs URA
-31.4%
-10.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.4% | +3.0% | +4.4% |
| 7D | +5.8% | -4.1% | +10.0% | +9.1% |
| 30D | -18.5% | -19.0% | +0.5% | -6.2% |
| 3M | -30.0% | -25.1% | -4.8% | -15.0% |
| 6M | -56.2% | -44.5% | -11.7% | -37.5% |
| YTD | -26.4% | -24.3% | -2.1% | -17.9% |
| 1Y | -42.2% | -28.1% | -14.1% | -34.2% |
| All | -42.2% | -31.4% | -10.9% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling