+115.0%
UMC vs PLUG
-44.1%
+159.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -2.7% |
| 7D | -14.7% | +2.8% | -17.5% | -15.1% |
| 30D | -32.9% | -22.8% | -10.1% | -30.0% |
| 3M | -22.2% | -32.4% | +10.3% | -17.2% |
| 6M | +25.9% | -53.4% | +79.3% | +38.7% |
| YTD | +107.9% | -25.9% | +133.8% | +130.3% |
| 1Y | +115.0% | -42.1% | +157.1% | +142.8% |
| All | +115.0% | -44.1% | +159.1% | +142.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling