+248.5%
UAL vs PLUG
-97.5%
+346.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.5% | +3.0% | -3.6% |
| 7D | +5.0% | -4.9% | +9.9% | +5.6% |
| 30D | -1.2% | -27.4% | +26.2% | +2.8% |
| 3M | -16.8% | -35.7% | +18.9% | -12.2% |
| 6M | +18.0% | -59.3% | +77.3% | +30.7% |
| YTD | -1.2% | -31.5% | +30.3% | +0.7% |
| 1Y | +14.3% | -48.9% | +63.2% | +20.6% |
| 3Y | +194.6% | -79.6% | +274.2% | +200.5% |
| 5Y | +109.6% | -96.5% | +206.1% | +155.3% |
| 10Y | +93.1% | -4.9% | +98.0% | +35.2% |
| All | +248.5% | -97.5% | +346.1% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling