+112.3%
UAL vs PLUG
-96.4%
+208.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.4% | -5.4% | +1.0% |
| 7D | +8.2% | +5.8% | +2.3% | +7.2% |
| 30D | +2.3% | -18.5% | +20.9% | +5.1% |
| 3M | -12.7% | -30.0% | +17.3% | -8.6% |
| 6M | +12.7% | -56.2% | +68.9% | +24.4% |
| YTD | +0.8% | -26.4% | +27.2% | +1.6% |
| 1Y | +17.8% | -42.2% | +60.0% | +22.4% |
| 3Y | +206.7% | -76.8% | +283.5% | +214.6% |
| All | +112.3% | -96.4% | +208.7% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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