-97.3%
PLUG vs URA
+25.6%
-123.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.6% | -8.9% | -9.2% |
| 7D | -23.4% | -1.5% | -21.9% | -22.2% |
| 30D | -23.4% | -10.4% | -13.0% | -16.3% |
| 3M | -51.7% | -29.6% | -22.1% | -36.6% |
| 6M | -72.0% | -40.3% | -31.7% | -58.3% |
| YTD | -43.7% | -25.5% | -18.2% | -32.1% |
| 1Y | -55.4% | -26.4% | -29.0% | -46.3% |
| 3Y | -68.0% | +31.4% | -99.5% | -78.1% |
| All | -97.3% | +25.6% | -123.0% | -98.4% |
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