+139.2%
UAL vs PLUG
-91.8%
+231.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +2.1% |
| 7D | +0.7% | -0.9% | +1.6% | +0.8% |
| 30D | -16.1% | +3.3% | -19.4% | -16.5% |
| 3M | +6.1% | -39.7% | +45.9% | +12.8% |
| 6M | +10.8% | -12.5% | +23.3% | +10.7% |
| YTD | -0.4% | +10.2% | -10.5% | -4.7% |
| 1Y | +5.0% | +50.7% | -45.7% | -6.0% |
| 3Y | +124.0% | -74.5% | +198.5% | +132.3% |
| All | +139.2% | -91.8% | +231.0% | +196.6% |
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