-96.5%
PLUG vs URA
+27.0%
-123.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.3% | -2.3% | -3.5% |
| 7D | -4.9% | -13.3% | +8.3% | +6.1% |
| 30D | -27.4% | -25.9% | -1.5% | -8.6% |
| 3M | -35.7% | -27.8% | -7.9% | -17.5% |
| 6M | -59.3% | -42.8% | -16.5% | -37.9% |
| YTD | -31.5% | -27.5% | -4.0% | -16.1% |
| 1Y | -48.9% | -35.1% | -13.7% | -32.1% |
| 3Y | -79.6% | +31.1% | -110.7% | -86.2% |
| 5Y | -96.5% | +29.8% | -126.2% | -97.8% |
| All | -96.5% | +27.0% | -123.4% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling